Abstract
It is shown, under conditions which include invariant sequential probability ratio tests, that the stopping time is always expontially bounded when the null or alternative hypothesis holds, except in a trivial instance.
Citation
Holger Rootzen. Gordon Simons. "On the Exponential Boundedness of Stopping Times of Invariant SPRT's." Ann. Statist. 5 (3) 571 - 575, May, 1977. https://doi.org/10.1214/aos/1176343858
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