On the Exponential Boundedness of Stopping Times of Invariant SPRT's.

Abstract

It is shown, under conditions which include invariant sequential probability ratio tests, that the stopping time is always exponentially bounded when the null or alternative hypothesis holds, except in a trivial instance. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1976
Accession Number
ADA032690

Entities

People

  • Gordon Simons
  • Holger Rootzen

Organizations

  • University of North Carolina at Chapel Hill

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Communities of Interest

  • Counter IED

DTIC Thesaurus Topics

  • Classification
  • Contracts
  • Data Science
  • Information Science
  • Invariance
  • Military Research
  • North Carolina
  • Probability
  • Random Walk
  • Security
  • Sequences
  • Sequential Analysis
  • Statistics
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Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Statistical inference.