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Sequential Analysis
Design Methods and Applications
Volume 23, 2004 - Issue 4
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Original Articles

Discussion on “Likelihood Ratio Identities and Their Applications to Sequential Analysis” by Tze L. Lai

Pages 499-502 | Received 01 Nov 2003, Published online: 23 Feb 2011

References

  • Eisenberg , B. and Gan , S. 1983 . Positive martingales and their induced measures . Proc. Amer. Math. Soc. , 89 : 680 – 684 .
  • Eisenberg , B. and Ghosh , B.K. 1991 . “ The Sequential probability ratio test ” . In Handbook of Sequential Analysis New York : Dekker .
  • Eisenberg , B. , Ghosh , B.K. and Simons , G. 1976 . Properties of generalized sequential probability ratio tests . Ann. Statist. , 4 : 237 – 251 .
  • Eisenberg , B. and Simons , G. 1978 . On weak admissibility of tests . Ann. Statist. , 6 : 319 – 332 .
  • Irle , A. 1984 . Extended optimality of sequential probability ratio tests . Ann. Statist. , 12 : 380 – 386 .
  • Koell , C. 1994 . An optimal procedure for testing hypotheses on cadlag processes . Sequential Anal. , 13 : 221 – 236 .
  • Recommended by Nitis Mukhopadhyay

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