Accession Number : AD0654897

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

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Savage,I. Richard

Report Date : JUN 1967

Pagination or Media Count : 23

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)

Descriptors :   (*SEQUENTIAL ANALYSIS, *STATISTICAL ANALYSIS), INFORMATION THEORY, PROBABILITY, SAMPLING, THEOREMS, MEASURE THEORY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE