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
In  and , H. Chernoff discussed the Sequential Design of Experiments. In , 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.
Ann. Math. Statist., Volume 32, Number 3 (1961), 774-799.
First available in Project Euclid: 27 April 2007
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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