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The invariant optimal sampling plan in a sequentially planned decision procedure

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Fenoy, Mar (2017) The invariant optimal sampling plan in a sequentially planned decision procedure. Sequential Analysis, 36 (2). pp. 194-209. ISSN 07474946

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/07474946.2017.1319680


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Abstract

We define the invariant sequentially planned decision procedure under a group of measurable transformations. By means of a previous reduction of the problem, we obtain the optimal invariant sequentially planned decision procedure that minimizes the risk function. First we find the solution for the horizon with a maximal number of stages, based on the present information; later, the general case is solved but the solution is based on the past information. Finally, we study the possibility of approximating the general case by a sequence of truncated problems with a maximal number of stages, obtaining a solution based on the present informatio


Item Type:Article
Uncontrolled Keywords:Invariant sequentially planned procedure: Sampling plan; Transitivity
Subjects:Sciences > Mathematics > Mathematical statistics
Sciences > Mathematics > Stochastic processes
ID Code:45854
Deposited On:22 Dec 2017 09:10
Last Modified:22 Dec 2017 09:10

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