Some Asymptotic Aspects of Sequential Analysis
Berk, Robert H.
Ann. Statist., Tome 1 (1973) no. 2, p. 1126-1138 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The asymptotic behavior is given for the error rates and ASN of the Wald SPRT and of invariant sequential tests. An asymptotic justification of Bhate's conjecture is also provided for invariant sequential tests. Expressions are obtained for the asymptotic relative efficiency of the Wald SPRT as compared with the corresponding best non-sequential test.
Publié le : 1973-11-14
Classification:  Sequential analysis,  SPRT,  invariant sequential test,  sequential rank test,  Bhate's conjecture,  asymptotic relative efficiency,  62L10,  62E20,  62F20,  62A05,  62F05,  62G10,  60G40 
@article{1176342561,
     author = {Berk, Robert H.},
     title = {Some Asymptotic Aspects of Sequential Analysis},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 1126-1138},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342561}
}

Berk, Robert H. Some Asymptotic Aspects of Sequential Analysis. Ann. Statist., Tome 1 (1973) no. 2, pp.  1126-1138. http://gdmltest.u-ga.fr/item/1176342561/