## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 32, Number 3 (1961), 774-799.

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

#### 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.

#### Article information

**Source**

Ann. Math. Statist., Volume 32, Number 3 (1961), 774-799.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177704973

**Digital Object Identifier**

doi:10.1214/aoms/1177704973

**Mathematical Reviews number (MathSciNet)**

MR125720

**Zentralblatt MATH identifier**

0109.12401

**JSTOR**

links.jstor.org

#### Citation

Albert, Arthur E. The Sequential Design of Experiments for Infinitely Many States of Nature. Ann. Math. Statist. 32 (1961), no. 3, 774--799. doi:10.1214/aoms/1177704973. https://projecteuclid.org/euclid.aoms/1177704973