Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models

Author:

Shiryaev Albert N.

Publisher

Springer International Publishing

Reference26 articles.

1. Aı̆vazjan S. A. Comparison of the optimal properties of the Neyman-Pearson and the Wald sequential probability ratio tests. (Russian) Teor. Veroyatnost. i Primenen. 4 (1959), 86-93

2. translation in Theor. Probability Appl. 4 (1959), 83-89.

3. Breakwell J., Chernoff, H. Sequential tests for the mean of a normal distribution. II (Large t). Ann. Math. Statist. 35 (1964) 162–173.

4. Chernoff, H. Sequential tests for the mean of a normal distribution, in Proc. Fourth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley Univ. Press, 1961. Vol. I, pp. 79-91

5. and Part III. (Small t). Ann. Math. Stat. 36 (1961) 28-54.

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