An optimal property of the repeated significance test.
نویسنده
چکیده
It is shown that the repeated significance test is a Bayes test for testing sequentially the sign of the drift of a Brownian motion. Its relation to Wald's sequential probability ratio test is studied.
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ورودعنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 83 6 شماره
صفحات -
تاریخ انتشار 1986