Repeated likelihood ratio test for the variance of normal distribution with unknown mean

DOI10.1007/BF02007233zbMath0701.62081OpenAlexW2040331015MaRDI QIDQ914307

Qiwei Yao

Publication date: 1988

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02007233

zbMATH Keywords

error probabilitiesrepeated likelihood ratio testunknown meanvariance of normal distributions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Large deviations (60F10) Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• Sequential analysis. Tests and confidence intervals
• A uniform bound for the tail probability of Kolmogorov-Smirnov statistics
• A nonlinear renewal theory with applications to sequential analysis. I
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Repeated likelihood ratio tests

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