Sequential tests on a multinomial distribution and a Markov chain

Lionel Weiss

Stochastic Processes and their Applications, 1977, vol. 6, issue 1, 1-7

Abstract: In an earlier paper, a sequential test of the equality of probabilities in a multinomial distribution was proposed, and compared to fixed sample size tests in the special case of two categories. In the present paper, the test is generalized to testing any simple hypothesis about a multinomial distribution, and compared to fixed sample size tests when the number of categories is large. The method of construction of the test is used to construct tests with precisely the desired level of significance, for multinomial and other problems, including Markov chains.

Date: 1977
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(77)90012-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:6:y:1977:i:1:p:1-7

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().