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Article

On Sequential Tests Which Minimize the Maximum Expected Sample Size

Pages 551-566 | Published online: 10 Apr 2012

References

  • Anderson , T. W. 1960 . “A modification of the sequential probability ratio test to reduce the sample size,” . Annals of Mathematical Statistics , 31 : 165 – 97 .
  • Bechhofer , R. E. 1960 . “A note on the limiting relative efficiency of the Wald sequential probability ratio test,” . Journal of the American Statistical Association , 55 : 660 – 3 .
  • Burington , R. S. and May , D. C. 1953 . Handbook of Probability and Statistics with Tables , Sandusky , Ohio : Handbook Publishers, Inc. .
  • Hoeffding , W. 1960 . “Lower bounds for the expected sample size and the average risk of a sequential procedure,” . Annals of Mathematical Statistics , 31 : 352 – 68 .
  • Kiefer , J. and Weiss , L. 1957 . “Some properties of generalized sequential probability ratio tests,” . Annals of Mathematical Statistics , 28 : 57 – 74 .
  • Wald , A. 1950 . Statistical Decision Functions , New York : John Wiley and Sons, Inc. .

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