Abstract
One introduces central and noncentral chi-square processes and their descriptions in terms of finite-dimensional distributions. From this point of view one investigates a sequential test of the likelihood ratio.
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Literature cited
V. K. Zakharov, O. V. Sarmanov, B. A. Sevast'yanov, “Sequential x2 tests,” Mat. Sb.,79, (121), No. 3, 444–460 (1969).
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Additional information
Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 188–198, 1986.
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Ivchenko, G.I., Sevast'yanov, B.A. The X2 process and its application to statistics. J Math Sci 38, 2273–2278 (1987). https://doi.org/10.1007/BF01093828
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DOI: https://doi.org/10.1007/BF01093828