Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

AN ADAPTIVE SEQUENTIAL PROBABILITY RATIO TEST IN THE AUTOREGRESSIVE PROCESS

  • Choi, Ki-Heon (Department of Statistics, Duksung Women's University)
  • 발행 : 2003.01.01

⟨ 이전 논문 다음 논문 ⟩

초록

consider the problem of sequentially hypotheses about a parameter $\theta$ in the presence of the nuisance parameter $\rho$. and we investigate further to computing the error probabilities and expected sample sizes in the frequentist properties of the adaptive S.P.R.T. for $\theta$.

키워드

참고문헌

  1. Convergence of Probability Measure Billngsley, P.
  2. Sequential Analysis v.8 Local limit theorem for the distribution of $S_n$ Choi, K.
  3. Martingale Limit Theory and its Application Hall, P.;Heyde, C. C.
  4. Sequential Analysis Siegmund, D.
  5. Soc. Indust. Appl. Math Non linear renewal thory in the sequential analusis Woodroofe, M.