The Sequential Design of Experiments for Infinitely Many States of Nature
The Sequential Design of Experiments for Infinitely Many States of Nature
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.