A bound for higher moments of expected sample size in sequential testing

A. Irle

Statistics & Probability Letters, 1997, vol. 35, issue 2, 135-140

Abstract: The problem of sequentially testing two simple hypotheses is considered for i.i.d. observations. We give explicit lower bounds for the kth moments of the expected sample size for a sequential test with error probabilities [alpha] and [beta]. These bounds give the optimal asymptotic rate as [alpha], [beta] --> 0.

Keywords: Sequential; test; Expected; sample; size; Moments (search for similar items in EconPapers)
Date: 1997
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