Summary
An experiment in the sense of Blackwell is a finite parameterized set of probability distributions on a sample space. The product of a parameterized set of experiments is the experiment which describes the process in which independent elements from all of the sample spaces in the set are observed. In the paper, methods are developed for computing the properties of a product of experiments from the properties of the components. In particular, asymptotic properties (as N → ∞) of the experiment describing N independent observations from a single sample space are investigated.
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Research partially supported by National Science Foundation Grant (GP-5227).
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Sacksteder, R. On products of experiments. Z. Wahrscheinlichkeitstheorie verw Gebiete 10, 203–211 (1968). https://doi.org/10.1007/BF00536274
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DOI: https://doi.org/10.1007/BF00536274