A Lower Bound for the Average Sample Number of a Sequential Test

Wassily Hoeffding

doi:10.1214/aoms/1177729092

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March, 1953 A Lower Bound for the Average Sample Number of a Sequential Test

Wassily Hoeffding

Ann. Math. Statist. 24(1): 127-130 (March, 1953). DOI: 10.1214/aoms/1177729092

Abstract

A lower bound is derived for the expected number of observations required by an arbitrary sequential test which satisfies conventional conditions regarding the probabilities of erroneous decisions.

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Wassily Hoeffding. "A Lower Bound for the Average Sample Number of a Sequential Test." Ann. Math. Statist. 24 (1) 127 - 130, March, 1953. https://doi.org/10.1214/aoms/1177729092