منابع مشابه
Bounded Stopping Times for a Class of Sequential Bayes Tests
Consider the problem of sequentially testing a null hypothesis vs an alternative hypothesis when the risk function is a linear combination of probability of error in the terminal decision and expected sample size (i.e., constant cost per observation.) Assume that the parameter space is the union of null and alternative, the parameter space is convex, the intersection of null and alternative is ...
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The problem of finding the Bayes sequential test of a population mean 8 ~ 8 0 versus 8 > 8 0 is a classical problem in sequential analysis. As one of the optimal stopping problems, it has been attacked by many researchers. One traditional approach is to approximate this discrete time problem by a related continuous time problem, and to use the power of analytic methods which this makes possible...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1979
ISSN: 0090-5364
DOI: 10.1214/aos/1176344841