The Annals of Statistics

Comparison of sequential experiments

Eitan Greenshtein

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A generalization for the theory of comparison of experiments is given to the case of sequential experiments. We investigate only the case of "0" deficiency. Applications are given to the case of exponential experiments.

Article information

Ann. Statist., Volume 24, Number 1 (1996), 436-448.

First available in Project Euclid: 26 September 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62B15: Theory of statistical experiments 62L10: Sequential analysis

Sufficient experiment sequential experiment Markov kernel


Greenshtein, Eitan. Comparison of sequential experiments. Ann. Statist. 24 (1996), no. 1, 436--448. doi:10.1214/aos/1033066220.

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