✦ LIBER ✦

A bound for higher moments of expected sample size in sequential testing

✍ Scribed by A. Irle

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 204 KB
Volume: 35
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00006-0

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✦ Synopsis

The problem of sequentially testing two simple hypotheses is considered for i.i.d, observations. We give explicit lower bounds for the kth moments of the expected sample size for a sequential test with error probabilities a and ft. These bounds give the optimal asymptotic rate as a, fl ~ 0. (~) 1997 Elsevier Science B.V.

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