Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential

  • Wassily Hoeffding, Bywassily Hoeffding
  • Published 1959

Abstract

Sections 1-6 are concerned with lower bounds for the expected sample size E (N) of an arbitrary sequential test whose error o probabilities at two parameter points Q l and 9 2 do not exceed given numbers 01 and 02' where Eo(N) is evaluated at a third parameter point 9 0 • The bounds in (1.3) and (1.4) are shown to be attainable or nearly attainable in certain cases where Q o lies between ~l and Q2. In section 7 lower bounds for the average risk of a general sequential procedure are obtained.

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Cite this paper

@inproceedings{Hoeffding1959LowerBF, title={Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential}, author={Wassily Hoeffding and Bywassily Hoeffding}, year={1959} }