December, 1965 Hypergeometric Functions in Sequential Analysis
Adnan F. Ifram
Ann. Math. Statist. 36(6): 1870-1872 (December, 1965). DOI: 10.1214/aoms/1177699819

## Abstract

In several sequential probability ratio tests [9] [12], density ratios may be expressed in terms of hypergeometric functions whose asymptotic behavior is indirectly available in the literature, and is useful in establishing the almost sure termination of these tests [6] [7] [8] [10]. The results of this paper are new for the sequential ordinary and multiple correlation coefficient tests [4] [6]. In addition, they complete the results of [8] and [10] for the sequential $F$-test [2] [6] as well as those of [7] for the sequential $\chi^2$- and $T^2$-tests [5] [6]. The generalized hypergeometric function $_pF_q$ is defined by: \begin{equation*} \tag{1.1}_pF_q(a_1, \cdots, a_p; c_1, \cdots, c_q; z) = 1 + (a_1 \cdots a_p/c_1 \cdots c_q)z/1! \end{equation*} $+ \lbrack a_1(a_1 + 1) \cdots a_p(a_p + 1)/c_1(c_1 + 1) \cdots c_q(c_q + 1) \rbrack z^2/2! + \cdots$ for $p, q \geqq 0$ and $c_i > 0, i = 1, \cdots, q$. We shall need in the sequel three such functions: $_2F_1(a, b; c; z)$, which is convergent for $|z| < 1, _1F_1(a; c; z)$, and $_0F_1(\quad ; c; z)$, which are convergent for all $z$.

## Citation

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Adnan F. Ifram. "Hypergeometric Functions in Sequential Analysis." Ann. Math. Statist. 36 (6) 1870 - 1872, December, 1965. https://doi.org/10.1214/aoms/1177699819

## Information

Published: December, 1965
First available in Project Euclid: 27 April 2007

zbMATH: 0171.40001
MathSciNet: MR201029
Digital Object Identifier: 10.1214/aoms/1177699819

Rights: Copyright © 1965 Institute of Mathematical Statistics

JOURNAL ARTICLE
3 PAGES

Vol.36 • No. 6 • December, 1965