A note on Wald's sequential probability ratio test
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 172-175
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The question is discussed whether it is possible to truncate the distribution of the logarithm of the density ratio in the sequential probability ratio test. Correspondingsimplifications of conditions in some theorems of sequential analysis are considered.
@article{TVP_1969_14_1_a21,
author = {I. L. Romanovskaya},
title = {A~note on {Wald's} sequential probability ratio test},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {172--175},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a21/}
}
I. L. Romanovskaya. A note on Wald's sequential probability ratio test. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 172-175. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a21/