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BOUNDS FOR THE AVERAGE SAMPLE NUMBER FUNCTION FOR A BINOMIAL SEQUENTIAL TEST

โœ Scribed by Billard, L.


Book ID
115209202
Publisher
Wiley (Blackwell Publishing)
Year
1977
Tongue
English
Weight
272 KB
Volume
19
Category
Article
ISSN
0004-9581

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A bound for higher moments of expected s
โœ A. Irle ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 204 KB

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