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Bounds for the Expected Sample Size in a Sequential Probability Ratio Test

โœ Scribed by M. N. Ghosh


Book ID
120981314
Publisher
Blackwell Publishing
Year
1960
Tongue
English
Weight
500 KB
Volume
22
Category
Article
ISSN
0035-9246

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๐Ÿ“œ SIMILAR VOLUMES


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