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.
Work done with the support of the Office of Naval Research.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
J. V. Uspensky, Introduction to Mathematical Probability, McGraw-Hill Book Co., New York and London, 1937.
A. Wald, “Sequential tests of statistical hypotheses,” Ann. Math. Stat., Vol. 16 (1945), pp. 117–186.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer Science+Business Media New York
About this chapter
Cite this chapter
Hoeffding, W. (1994). A Lower Bound for the Average Sample Number of a Sequential Test. In: Fisher, N.I., Sen, P.K. (eds) The Collected Works of Wassily Hoeffding. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0865-5_15
Download citation
DOI: https://doi.org/10.1007/978-1-4612-0865-5_15
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6926-7
Online ISBN: 978-1-4612-0865-5
eBook Packages: Springer Book Archive