A Lower Bound for the Average Sample Number of a Sequential Test

  • Wassily Hoeffding
Part of the Springer Series in Statistics book series (SSS)


A lower bound is derived for the expected number of observations required by an arbitrary sequential test which satisfies conventional conditions regarding the probabilities of erroneous decisions.


Sequential Test Disjoint Subset Erroneous Decision Conventional Condition Usual Notation 
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  1. [1]
    J. V. Uspensky, Introduction to Mathematical Probability, McGraw-Hill Book Co., New York and London, 1937.MATHGoogle Scholar
  2. [2]
    A. Wald, “Sequential tests of statistical hypotheses,” Ann. Math. Stat., Vol. 16 (1945), pp. 117–186.MathSciNetMATHCrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 1994

Authors and Affiliations

  • Wassily Hoeffding
    • 1
  1. 1.University of North CarolinaUSA

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