The paper studies experiments which, for nonrandom stopping rules, resemble Koopman-Darmois families. It is shown that asymptotically one can limit oneself to sequential stopping rules which depend only on the terms entering in the Koopman-Darmois approximations, whether or not these terms are sums of independent variables. One can also obtain asymptotic results by studying similar problems on suitable processes with independent increments.
Publié le : 1979-07-14
Classification:
G2B12,
Koopman-Darmois families,
stopping times,
processes with independent increments,
approximations of experiments,
62L12
@article{1176344734,
author = {Cam, L. Le},
title = {A Reduction Theorem for Certain Sequential Experiments. II},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 847-859},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344734}
}
Cam, L. Le. A Reduction Theorem for Certain Sequential Experiments. II. Ann. Statist., Tome 7 (1979) no. 1, pp. 847-859. http://gdmltest.u-ga.fr/item/1176344734/