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One sided SPRT's which hit the boundary

 

作者: Bennett Eisenberg,  

 

期刊: Sequential Analysis  （Taylor Available online 1994）
卷期: Volume 13, issue 4  

页码: 319-327

 

ISSN:0747-4946

 

年代: 1994

 

DOI:10.1080/07474949408836312

 

出版商: Marcel Dekker, Inc.

 

关键词: sequential probability ratio test;excess over the boundary;hitting time theorem;busy period

 

数据来源: Taylor

 

摘要:

For special pairs of parameters there is no excess over the boundary in the case ofone-sided SPRT's on Poisson, Bernoulli, and geometric parameters. Using the hitting timetheorem we find exact formulas for the distributions of the sample sizes and errorprobabilities in these cases. Applications are also given to queueing theory.

 

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