Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
Hoeffding, Wassily
Ann. Math. Statist., Tome 31 (1960) no. 4, p. 352-368 / Harvested from Project Euclid
Sections 1-6 are concerned with lower bounds for the expected sample size, $E_0(N)$, of an arbitrary sequential test whose error probabilities at two parameter points, $\theta_1$ and $\theta_2$, do not exceed given numbers, $\alpha_1$ and $\alpha_2$, where $E_0(N)$ is evaluated at a third parameter point, $\theta_0$. The bounds in (1.3) and (1.4) are shown to be attainable or nearly attainable in certain cases where $\theta_0$ lies between $\theta_1$ and $\theta_2$. In Section 7 lower bounds for the average risk of a general sequential procedure are obtained. In Section 8 these bounds are used to derive further lower bounds for $E_0(N)$ which in general are better than (1.3).
Publié le : 1960-06-14
Classification: 
@article{1177705898,
     author = {Hoeffding, Wassily},
     title = {Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure},
     journal = {Ann. Math. Statist.},
     volume = {31},
     number = {4},
     year = {1960},
     pages = { 352-368},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177705898}
}
Hoeffding, Wassily. Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure. Ann. Math. Statist., Tome 31 (1960) no. 4, pp.  352-368. http://gdmltest.u-ga.fr/item/1177705898/