Abstract
Since the distribution of \(\sum(X_i - \bar{X})^{2/\sigma^2}\) does not depend on ξ or σ, the probability \(P\{\sum(X_i - \bar{X})^2 \geqq C|\xi, \sigma\}\) is independent of ξ and increases with σ, so that the conditions of Corollary 5 are satisfied.
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Rojo, J. (2012). 10. Sequential Probability Ratio Tests. In: Rojo, J. (eds) Selected Works of E. L. Lehmann. Selected Works in Probability and Statistics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-1412-4_18
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DOI: https://doi.org/10.1007/978-1-4614-1412-4_18
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