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Sequential Analysis
Design Methods and Applications
Volume 19, 2000 - Issue 1-2
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Original Articles

Maximum likelihood estimate following sequential probability ratio tests

Sequential probability ratio tests

Pages 63-75 | Published online: 29 Mar 2007

References

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  • Johnson , L.J and Kotz , s . 1970 . “ Continuous univariate distributins-1 ” . New York : John Wiley & Sons .
  • Liu , A . 1997 . On the maximum likelihood estimate for the drift of Brownian motion following a symmetric sequential probability ratio test . Communications in Statistics—Theory and Methods , 26 : 977 – 989 .
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  • Wald , A . 1947 . “ Sequential Analysis ” . New York : Wiley .
  • Whitehead , J . 1986 . On the bias of maximum likelihood estimation following a sequential test . Biometrika , 73 : 573 – 581 .
  • Whitehead , J . 1992 . “ The Design and Analysis of Sequential Clinical Trials ” . Ellis Horwood, , UK

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