THE INFORMATION IN A RANK-ORDER TERMINATION OF SOME ASSOCIATED SPRTS,

Abstract

For a large class of situations the two sample sequential probability ratio test shown to terminate with probability one. The results are obtained by showing the convergence of the logarithm of the n-th root of the probability ratio to a difference of two Kullback-Leibler information numbers. These results partially solve the general problem of Savage and Sethuraman (Ann. Math. Statist. 37 (1966) 1154-1160). (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1967
Accession Number
AD0654897

Entities

People

  • I. Richard Savage

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • California
  • Continents
  • Convergence
  • Cooperation
  • Geographic Regions
  • Michigan
  • North America
  • Probability
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.