Abstract
A general theorem which is useful in proving the exponential boundedness of the stopping time of sequential tests for parameters in general linear models is formulated; this theorem is formulated under the assumptions that the squared error has a finite moment-generating function and the sequence of the running averages of the concomitant variables converges. Applications are given.
Citation
S.-S. Perng. "Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case." Ann. Statist. 6 (1) 85 - 91, January, 1978. https://doi.org/10.1214/aos/1176344067
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