TITLE

ON BAYESIAN GROUP SEQUENTIAL SAMPLING PROCEDURES

AUTHOR(S)
Rieder, Ulrich; Wentges, Paul
PUB. DATE
October 1991
SOURCE
Annals of Operations Research;1991, Vol. 32 Issue 1-4, p189
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
A general group sequential statistical decision model is investigated. Using a Bayesian approach and Bayesian dynamic programming, we examine structural properties of the cost functions and of optimal sampling procedures. In particular, we consider variable-sample-size-sequential probability ratio tests and show that the so-called onion-skins conjecture is false.
ACCESSION #
18656449

 

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