EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Azuma–Hoeffding bound"
Narrow search

Narrow search

Year of publication
Subject
All
Azuma–Hoeffding bound 1 Inference 1 Martingales 1 Sequential hypothesis test 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Reijsbergen, Daniël 1 Scheinhardt, Werner 1 de Boer, Pieter-Tjerk 1
Published in...
All
Statistics & Probability Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
A sequential hypothesis test based on a generalized Azuma inequality
Reijsbergen, Daniël; Scheinhardt, Werner; de Boer, … - In: Statistics & Probability Letters 97 (2015) C, pp. 192-196
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.
Persistent link: https://www.econbiz.de/10011189360
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...