Sequential Hypothesis with non identical distribution

rakez

New member
Joined
Jan 22, 2016
Messages
3
Dear All;
I want to apply the hypothesis for my problem. According to A. Wald regarding sequential hypothesis, he used independent and identically distributed (iid) observations or samples but in my case my observation is independent but not identical.
In this case how to apply SPRT or sequential hypothesis with non identical observations.
Please help me by providing some hints or links or recommend papers so that i can implement using sequential hypothesis or Threshold Random walk (TRW) technique.

Thanks in advance.
 
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