The Annals of Statistics

Comparison of sequential experiments

Eitan Greenshtein

Full-text: Open access

Abstract

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

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

Dates
First available in Project Euclid: 26 September 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1033066220

Digital Object Identifier
doi:10.1214/aos/1033066220

Mathematical Reviews number (MathSciNet)
MR1389901

Zentralblatt MATH identifier
0939.62009

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

Keywords
Sufficient experiment sequential experiment Markov kernel

Citation

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


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References

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