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Zbl 0521.62065
Huffman, Michael D.
An efficient approximate solution to the Kiefer-Weiss problem.
(English)
[J] Ann. Stat. 11, 306-316 (1983). ISSN 0090-5364

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MSC 2000:
*62L10 Sequential statistical analysis
62F05 Asymptotic properties of parametric tests

Keywords: Kiefer-Weiss problem; asymptotic efficiency; Koopman-Darmois family of densities; explicit method; one-sided sequential probability ratio tests; asymptotic solutions; testing mean of exponential density

Cited in: Zbl 0716.62076 Zbl 0645.62083

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Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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