## The Annals of Statistics

- Ann. Statist.
- Volume 6, Number 1 (1978), 85-91.

### Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case

#### Abstract

A general theorem which is useful in proving the exponential boundedness of the stopping time of sequential tests for parameters in general linear models is formulated; this theorem is formulated under the assumptions that the squared error has a finite moment-generating function and the sequence of the running averages of the concomitant variables converges. Applications are given.

#### Article information

**Source**

Ann. Statist., Volume 6, Number 1 (1978), 85-91.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176344067

**Digital Object Identifier**

doi:10.1214/aos/1176344067

**Mathematical Reviews number (MathSciNet)**

MR472155

**Zentralblatt MATH identifier**

0374.62080

**JSTOR**

links.jstor.org

**Subjects**

Primary: 62L10: Sequential analysis

Secondary: 62J10: Analysis of variance and covariance 62H15: Hypothesis testing

**Keywords**

Invariant SPRT exponentially bounded stopping time linear models

#### Citation

Perng, S.-S. Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case. Ann. Statist. 6 (1978), no. 1, 85--91. doi:10.1214/aos/1176344067. https://projecteuclid.org/euclid.aos/1176344067