Optimal allocation in sequential tests comparing the means of two gaussian populations

Keyphrases

• Optimal Allocation 100%
• Sequential Test 100%
• Expected number 50%
• Incremental Risk 50%
• Data Dependency 50%
• Analytical Results 50%
• Continuous-time 50%
• Discrete-time 50%
• Near-optimal Performance 50%
• Allocation Rules 50%
• Average Sample number 50%
• Asymptotically Optimal 50%
• TIMSS 50%
• Sequential Probability Ratio Test 50%
• Error Probability 50%

Mathematics

• Gaussian Distribution 100%
• Sequential Test 100%
• Probability 100%
• Dependent Data 50%
• Discrete Time 50%
• Continuous Time 50%
• Sample Average 50%
• Ratio Test 50%
• Finite Case 50%