Wegenkittl, Stefan - In: Mathematics and Computers in Simulation (MATCOM) 55 (2001) 1, pp. 281-288
This paper extends the idea of serial tests by employing a carefully selected dimension reduction which is equivalent to playing a gambling strategy in a fair coin flipping game. We apply the generalized φ-divergence for testing the hypothesis that the simulated coin is fair and memoryless. An...