IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v35y1997i2p135-140.html
   My bibliography  Save this article

A bound for higher moments of expected sample size in sequential testing

Author

Listed:
  • Irle, A.

Abstract

The problem of sequentially testing two simple hypotheses is considered for i.i.d. observations. We give explicit lower bounds for the kth moments of the expected sample size for a sequential test with error probabilities [alpha] and [beta]. These bounds give the optimal asymptotic rate as [alpha], [beta] --> 0.

Suggested Citation

  • Irle, A., 1997. "A bound for higher moments of expected sample size in sequential testing," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 135-140, September.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:2:p:135-140
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00006-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:35:y:1997:i:2:p:135-140. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.