A Lower Bound for the Average Sample Number of a Sequential Test

Hoeffding, Wassily

Ann. Math. Statist., Tome 24 (1953) no. 4, p. 127-130 / Harvested from Project Euclid

Résumé

A lower bound is derived for the expected number of observations required by an arbitrary sequential test which satisfies conventional conditions regarding the probabilities of erroneous decisions.

Publié le : 1953-03-14
Classification:

@article{1177729092,
     author = {Hoeffding, Wassily},
     title = {A Lower Bound for the Average Sample Number of a Sequential Test},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 127-130},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729092}
}

Hoeffding, Wassily. A Lower Bound for the Average Sample Number of a Sequential Test. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  127-130. http://gdmltest.u-ga.fr/item/1177729092/