Some Asymptotic Aspects of Sequential Analysis
Open Access
- 1 November 1973
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 1 (6) , 1126-1138
- https://doi.org/10.1214/aos/1176342561
Abstract
The asymptotic behavior is given for the error rates and ASN of the Wald SPRT and of invariant sequential tests. An asymptotic justification of Bhate's conjecture is also provided for invariant sequential tests. Expressions are obtained for the asymptotic relative efficiency of the Wald SPRT as compared with the corresponding best non-sequential test.Keywords
This publication has 0 references indexed in Scilit: