On error probabilities calculation for the truncated sequential probability ratio test

The truncated sequential probability ratio test of two simple hypotheses is considered for the model of independent non-identically distributed observations. The lower and upper bounds are given for the probability that the necessary number of observations to stop the test does not exceed a preassig...

Full description

Bibliographic Details
Main Authors: Alexey Y. Kharin, Ton That Tu
Format: Article
Language:Belarusian
Published: Belarusian State University 2018-05-01
Series:Журнал Белорусского государственного университета: Математика, информатика
Subjects:
Online Access:https://journals.bsu.by/index.php/mathematics/article/view/887