AbstractFor a continuous time stochastic process with distribution Pϑ depending on a one-dimensional parameter ϑ the problem of sequentially testing ϑ = 0 against ϑ > 0 is treated. We assume that the process of likelihood ratios has a certain representation which allows to obtain identities of the Wald type for stopping times. These identities are then used to derive a result on locally most powerful tests for which a problem of optimal stopping is solved
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
AbstractFor a continuous time stochastic process with distribution Pϑ depending on a one-dimensional...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
AbstractFor a continuous time stochastic process with distribution Pϑ depending on a one-dimensional...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
We consider a problem of testing H0:θ = θ0 against H1:θ > θ0, where θ is a parameter of a discrete-t...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
Let a stochastic process with independent values X 1,X 2,...,X n,... be observed and let its distrib...
We study the Bayesian problem of sequential testing of two simple hypotheses about the local drift o...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
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