### Abstract

Original language | Undefined |
---|---|

Pages (from-to) | 192-196 |

Number of pages | 5 |

Journal | Statistics & probability letters |

Volume | 97 |

DOIs | |

Publication status | Published - Feb 2015 |

### Keywords

- EWI-25454
- Sequential hypothesis test
- Azuma–Hoeffding bound
- METIS-312461
- Martingales
- Inference
- IR-93653

### Cite this

}

*Statistics & probability letters*, vol. 97, pp. 192-196. https://doi.org/10.1016/j.spl.2014.11.018

**A sequential hypothesis test based on a generalized Azuma inequality.** / Reijsbergen, D.P.; Scheinhardt, Willem R.W.; de Boer, Pieter-Tjerk.

Research output: Contribution to journal › Article › Academic › peer-review

TY - JOUR

T1 - A sequential hypothesis test based on a generalized Azuma inequality

AU - Reijsbergen, D.P.

AU - Scheinhardt, Willem R.W.

AU - de Boer, Pieter-Tjerk

N1 - eemcs-eprint-25454

PY - 2015/2

Y1 - 2015/2

N2 - 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.

AB - 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.

KW - EWI-25454

KW - Sequential hypothesis test

KW - Azuma–Hoeffding bound

KW - METIS-312461

KW - Martingales

KW - Inference

KW - IR-93653

U2 - 10.1016/j.spl.2014.11.018

DO - 10.1016/j.spl.2014.11.018

M3 - Article

VL - 97

SP - 192

EP - 196

JO - Statistics & probability letters

JF - Statistics & probability letters

SN - 0167-7152

ER -