Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case
نویسندگان
چکیده
منابع مشابه
A Note on Exponentially Bounded Stopping times of Certain One-sample Sequential Rank Order Tests
A simple proof of the exponential boundedness of the stopping time of the one-sample sequential probability ratio tests (SPRT’s) is obtained.
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1978
ISSN: 0090-5364
DOI: 10.1214/aos/1176344067