Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
Work
Year: 1966
Type: article
Abstract: We are motivated by Stein's proof (Stein (1946), Wald (1947), pages 157-158) of the termination of a sequential probability ratio test in the case of independent and identically distributed random var... more
Authors I. Richard Savage, J. Sethuraman
Cites: 6
Cited by: 45
Related to: 10
FWCI: 2.648
Citation percentile (by year/subfield): 90.55
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold