Finite Stopping Time and Finite Expected Stopping Time
I. Richard Savage, Leonard J. Savage · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1965
Summary Generalized sequential probability-ratio procedures are defined for dependent and non-identically distributed random variables. For these procedures, conditions are found implying that the stopping time is finite with probability 1 and the expected stopping time is finite. These results are applied to rank order problems.