The Sequential Design of Experiments for Infinitely Many States of Nature

Arthur E. Albert

Type: Article

Publication Date: 1961-09-01

Citations: 64

DOI: https://doi.org/10.1214/aoms/1177704973

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Abstract

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.

Locations

The Annals of Mathematical Statistics - View - PDF

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