Abstract
It is well known that the Wald’s sequential test terminates with probability one (and simultaneously is in some sense optimal) if a sampled sequence of random variables is independent and identically distributed (i.i.d.). In this paper we shall deal with the Wald’s sequential test constructed for a special sequence of dependent and unidentically distributed random variables. The speciality of the studied sequence of random variables lies in the fact that a controlled mixture of two i.i.d. sequences of random variables is considered.
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References
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© 1983 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Jiroušek, R. (1983). Strategical Test — A Generalization of the Wald’s Sequential Test. In: Transactions of the Ninth Prague Conference. Czechoslovak Academy of Sciences, vol 9A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7013-7_41
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DOI: https://doi.org/10.1007/978-94-009-7013-7_41
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-7015-1
Online ISBN: 978-94-009-7013-7
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