References: A general inequality for the rejection probability of the sprt

Sequential Analysis

Design Methods and Applications

Volume 6, 1987 - Issue 4

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References

Berk , R. H. 1973 . Some asymptotic aspects of sequential analysis . Ann. Statist. , 1 : 1126 – 1138 .
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Spitzer , F. Principles of Random walk
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Wald , A . 1947 . Sequential Analysis , New York : Wiley . Reprinted by Dover Publications Inc
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Woodroofe , M . 1982 . Nonlinear Renewal Theory in Sequential Analysis , Philadelphia : SIAM .
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