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Moments of the decisive sample number and of the average time to termination of sequential tests
Authors:Leo A. Aroian
Affiliation:Union College and University , Schenectady, New York
Abstract:The moments of the decisive sample number and of the average time to termination of sequential tests are derived. All moments depend only on the probability of continuation of the sequential test at each step, or at each instant of time for time processes. Two theorems are proved. Although the second theorem may be proved by quoting a result used in Barlow and Proschan (1965), p. 33, or both theorems from a lemma in Govindarajulu (1975), pp. 518-519, the author’s direct proofs illuminate the results.
Keywords:average sample number  sequential analysis  moments  sequential analysis  decisive sample number  sequential tests  average sample number
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