Statistical information and expected number of observations for sequential experiments

✍ Scribed by Eitan Greenshtein; Erik Torgersen;

• Book ID: 104340289
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 841 KB
• Volume: 59
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(96)00114-0

✦ Synopsis

Let X1,&;,... N PO 0 t 0 be i.i.d. random variables. Let N be a stopping time. WC show how the Hellinger transform associated with the experiment Y = (XI,&, . ,XU) is related to the expectation of N. Consequently, we prove for any two stopping times N,, i = I. 2, that if {P,, 0 E 0) are equivalent measures then Y2 = (XI,. .Yv~ ) is a sufficient experiment for YI = (XI,...,&,) only if &(N2)>&(Nl) for every 0.