Exponentially Bounded Stopping Time of the Sequential t-Test
Wijsman, R. A.
Ann. Statist., Tome 3 (1975) no. 1, p. 1006-1010 / Harvested from Project Euclid
Let N be the stopping time of the sequential t-test, based on the i.i.d. sequence $Z_1,Z_2,...$, for testing that the ratio of mean to standard deviation in a normal population equals $\gamma_1$ agaist the alternative that it equals $\gamma_2$. Let P be the actual distribution of the $Z_i$ (not necessarily normal). It is proved that if $\gamma_1^2\neq\gamma_2^2$ and P is an arbitrary unbounded distribution, then there exist constants c > 0 and $\rho<1$ such that $P(N > n) < c\rho^n, n =1,2,\cdots$.
Publié le : 1975-07-14
Classification:  F05,  Sequential t-test,  stopping time,  exponentially bounded,  62L10,  62A05
@article{1176343204,
     author = {Wijsman, R. A.},
     title = {Exponentially Bounded Stopping Time of the Sequential t-Test},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 1006-1010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343204}
}
Wijsman, R. A. Exponentially Bounded Stopping Time of the Sequential t-Test. Ann. Statist., Tome 3 (1975) no. 1, pp.  1006-1010. http://gdmltest.u-ga.fr/item/1176343204/