The Sequential Design of Experiments for Infinitely Many States of Nature

Albert, Arthur E.

Ann. Math. Statist., Tome 32 (1961) no. 4, p. 774-799 / Harvested from Project Euclid

Résumé

In [2] and [3], H. Chernoff discussed the Sequential Design of Experiments. In [2], a procedure was exhibited and was proved to be asymptotically optimal for the hypothesis testing problem when there are finitely many states of nature. This paper extends Chernoff's results to infinitely many states of nature.

Publié le : 1961-09-14
Classification:

@article{1177704973,
     author = {Albert, Arthur E.},
     title = {The Sequential Design of Experiments for Infinitely Many States of Nature},
     journal = {Ann. Math. Statist.},
     volume = {32},
     number = {4},
     year = {1961},
     pages = { 774-799},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177704973}
}

Albert, Arthur E. The Sequential Design of Experiments for Infinitely Many States of Nature. Ann. Math. Statist., Tome 32 (1961) no. 4, pp.  774-799. http://gdmltest.u-ga.fr/item/1177704973/