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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1969 Volume 14, Issue 1, Pages 172–175 (Mi tvp1133)

Short Communications

A note on Wald's sequential probability ratio test

I. L. Romanovskaya

Leningrad

Abstract: The question is discussed whether it is possible to truncate the distribution of the logarithm of the density ratio in the sequential probability ratio test. Correspondingsimplifications of conditions in some theorems of sequential analysis are considered.

Received: 29.06.1967


 English version:
Theory of Probability and its Applications, 1969, 14:1, 167–170

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