© 1983 by Biometrika Trust
MISCELLANEA |
Sequential comparison of two Markov chains
Department of Statistics, Osmania University Hyderabad, India
This paper generalizes the procedure proposed by Girshick (1946) for sequential comparison of two sequences of independent and identically distributed random variables to the sequential comparison of two positive regular Markov chains, both defined on the same finite state space.
Key Words: Direct product of matrices Positive regular Markov chain Sequential probability ratio test