Asymptotic approximations to the expected sample size are given for a class of tests of power one introduced in [10]. Comparisons are made with the method of mixtures of likelihood ratios, and an application is given to Breiman's gambling theory for favorable games.
Publié le : 1974-05-14
Classification:
Sequential tests,
tests of power one,
expected sample size,
62L10,
60G40
@article{1176342704,
author = {Robbins, H. and Siegmund, D.},
title = {The Expected Sample Size of Some Tests of Power One},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 415-436},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342704}
}
Robbins, H.; Siegmund, D. The Expected Sample Size of Some Tests of Power One. Ann. Statist., Tome 2 (1974) no. 1, pp. 415-436. http://gdmltest.u-ga.fr/item/1176342704/