References
- Cox , D.R . 1952 . A not on the sequential estimation of means . Proc. Cambridge Phil. Soc , 48 : 447 – 450 .
- Chhikara , R.S and Folks , J.L . 1989 . “ The Inverse Gaussian Distribution ” . In Theory, Methodology and Applications , New York : Dekker .
- Hall , W.J . 1996 . The distribution of Brownian motion on linear stopping boundaries . Sequential Analysis , 16 : 345 – 352 .
- Hall , W.J and Mathiason , D.J . 1990 . On large sample estimation and testing in parametric models . Review Int. Statist. Inst , 58 : 77 – 97 .
- 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 .
- Siegmund , D . 1985 . Sequential Analysis . Tests and Confidence Intervals ,
- 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