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January, 1974 Note on Anderson's Sequential Procedures with Triangular Boundary
Vaclav Fabian
Ann. Statist. 2(1): 170-176 (January, 1974). DOI: 10.1214/aos/1176342622

Abstract

Simple expressions are given for the probability of a correct decision for the Anderson sequential procedure with a triangular boundary, for some values of parameters. This can be used to improve bounds of the probability of correct decision for the Paulson sequential ranking procedures and change slightly the comparison of these with the Bechhofer-Kiefer-Sobel procedures.

Citation

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Vaclav Fabian. "Note on Anderson's Sequential Procedures with Triangular Boundary." Ann. Statist. 2 (1) 170 - 176, January, 1974. https://doi.org/10.1214/aos/1176342622

Information

Published: January, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0288.62033
MathSciNet: MR350991
Digital Object Identifier: 10.1214/aos/1176342622

Subjects:
Primary: 62L10
Secondary: 62F07

Keywords: Bechhofer-Kiefer-Sobel procedure , Brownian motion , independent normal random variables , Paulson's sequential ranking procedure , probability of correct decision , Triangular stopping regions

Rights: Copyright © 1974 Institute of Mathematical Statistics

Vol.2 • No. 1 • January, 1974
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