Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549500 | Statistics & Probability Letters | 2015 | 5 Pages |
Abstract
We present a new power-one sequential hypothesis test based on a bound for the probability that a bounded zero-mean martingale ever crosses a curve of the form a(n+k)b. The proof of the bound is of independent interest.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Daniël Reijsbergen, Werner Scheinhardt, Pieter-Tjerk de Boer,