A Comparison of Two Model-Discrimination Criteria

Abstract

Within the last few years there has been increased research involving a generalization of sequential analysis problems in which the experimenter is allowed to design his experiment sequentially. Two different approaches to this Sequential Design of Experiments or Model Discrimination problem have been made by Chernoff [4] and Box and Hill [3]. This paper compares the two approaches through examples. Some minor modifications of Chernoff's procedures are shown to lead to improved results.