Extended optimality of sequential probability ratio tests

DOI10.1214/aos/1176346416zbMath0551.62056OpenAlexW2001445587MaRDI QIDQ800674

Albrecht Irle

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346416

zbMATH Keywords

Brownian motionDoob-Meyer decompositionboundary conditionerror probabilitiessequential probability ratio testweak admissibilityWald-Wolfowitz optimality

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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