EXTENDED OPTIMALITY OF SEQUENTIAL PROBABILITY RATIO TESTS

被引:8
作者
IRLE, A
机构
关键词
D O I
10.1214/aos/1176346416
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:380 / 386
页数:7
相关论文
共 9 条
[1]  
Chow Y.S., 1971, GREAT EXPECTATIONS T
[2]   SEQUENTIAL DECISION PROBLEMS FOR PROCESSES WITH CONTINUOUS TIME PARAMETER - TESTING HYPOTHESES [J].
DVORETZKY, A ;
KIEFER, J ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (02) :254-264
[3]   PROPERTIES OF GENERALIZED SEQUENTIAL PROBABILITY RATIO TESTS [J].
EISENBERG, B ;
GHOSH, BK ;
SIMONS, G .
ANNALS OF STATISTICS, 1976, 4 (02) :237-251
[4]  
ELLIOTT R. J., 1982, STOCHASTIC CALCULUS
[5]  
IRLE A, 1981, UNPUB MATH OPERATION
[6]  
JACOD J, 1979, LECTURE NOTES MATH, V714
[7]   ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY-DISTRIBUTIONS .1. [J].
KABANOV, JM ;
LIPCER, RS ;
SIRJAEV, AN .
MATHEMATICS OF THE USSR-SBORNIK, 1979, 35 (05) :631-680
[8]  
LIPTSER RS, 1978, STATISTICS RANDOM PR, V2
[9]   STRUCTURE OF SEQUENTIAL-TESTS MINIMIZING AN EXPECTED SAMPLE-SIZE [J].
LORDEN, G .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1980, 51 (03) :291-302