  We consider the problem of simultaneous detection and estimation under a
sequential framework. In particular we are interested in sequential tests that
distinguish between the null and the alternative hypothesis and every time the
decision is in favor of the alternative they provide an estimate of a random
parameter. As we demonstrate with our analysis treating the two subproblems
separately with the corresponding optimal strategies does not result in the
best possible performance. To enjoy optimality one needs to take into account
the optimum estimator during the hypothesis testing phase.
