10. Sequential Probability Ratio Tests

Open Access
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

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.

Keywords

Expense Stein 

Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Rice UniversityHoustonUSA

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