The weighted sequential likelihood ratio

被引：13

作者：

Gombay, E ^{[1
]}

机构：

[1] UNIV ALBERTA,DEPT MATH SCI,EDMONTON,AB T6G 2G1,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1996年 / 24卷 / 02期

关键词：

maximum likelihood ratio; stochastic process; strong approximations; weight functions;

D O I：

10.2307/3315628

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Strong approximation of the maximum-likelihood-ratio statistic by a diffusion process is given. This allows one to develop statistics using different weight functions. Sequential tests obtained include the ones earlier defined by Barbour (1979). The precision of the approximations is examined.

引用

页码：229 / 239

页数：11

共 12 条

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