© 1985 by Biometrika Trust
MISCELLANEA |
Remarks on sequential comparison of two Markov chains
Institut für Mathematische Statistik, Westfälische Wilhelms- Universität Münster D-4400 Münster, Federal Republic of Germany
Department of Statistics, Osmania University Hyderabad-500007, India
The purpose of this note is twofold: First, by means of an example it is demonstrated that the assumptions of Swamy (1983) are not sufficient to yield two of his assertions. Secondly, it is shown that, under an additional nondegeneracy condition on the considered Markov chains, these assertions are valid.
Key Words: Positive regular Markov chain Sequential probability ratio test