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Sequential Analysis
Design Methods and Applications
Volume 6, 1987 - Issue 4
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Original Articles

A general inequality for the rejection probability of the sprt

Pages 289-302 | Published online: 29 Mar 2007
 

Abstract

Let be i.i.d. random variables and SO that N is the stopping rule of Wald's SPRT, if the Zi are log-likelihood statistics. For the case that and an upper bound of order for is derived.

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