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Lower Bounds for the Mean Sample Size in Invariance Tests

โœ Scribed by Volodin, I. N.


Book ID
118226756
Publisher
Society for Industrial and Applied Mathematics
Year
1981
Tongue
English
Weight
508 KB
Volume
25
Category
Article
ISSN
0040-585X

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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