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Wald's approximations to the average run length in cusum procedures

. Journal of Statistical Planning and Inference, 2 (1): 63--77 (1978)

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Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT. Journal of Statistical Planning and Inference, 62 (2): 247--254 (Aug 15, 1997)A note on Hammersley's estimator of an integer mean. Journal of Statistical Planning and Inference, 88 (1): 37--45 (Jul 1, 2000)Some first passage problems related to cusum procedures. Stochastic Processes and their Applications, 9 (2): 207--215 (November 1979)A remark on Dubins--Savage inequality. Statistics & Probability Letters, 13 (3): 189--192 (Feb 19, 1992)On UMVU estimators and Bhattacharya bounds in exponential distributions. Journal of Statistical Planning and Inference, 9 (2): 199--206 (March 1984)Wald's approximations to the average run length in cusum procedures. Journal of Statistical Planning and Inference, 2 (1): 63--77 (1978)Approximation for the expectation of a function of the sample mean. Statistics, 38 (2): 117--122 (2004)