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Sequential tests on a multinomial distribution and a Markov chain

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  • Weiss, Lionel

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.

Suggested Citation

  • Weiss, Lionel, 1977. "Sequential tests on a multinomial distribution and a Markov chain," Stochastic Processes and their Applications, Elsevier, vol. 6(1), pages 1-7, November.
    • Handle: RePEc:eee:spapps:v:6:y:1977:i:1:p:1-7
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