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

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

Summary

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.

Keywords

Veri 

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References

  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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