5988概率中等数值题medium
Expected Sample Size of a Sequential Drift Test
题目
A sequential test accumulates i.i.d. log-likelihood increments with . The test stops at where , and it is given that and that the expected stopped statistic is (reflecting that the upper boundary is hit far more often under this positive drift). Each observation costs $6 to collect. Using a Wald-style identity, find the expected total data-collection cost.
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