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Comparing the relative efficiency of three sequential procedures

 

作者: Taoufik Zoubeidi,   Claude Chevre,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 2000)
卷期: Volume 29, issue 2  

页码: 511-521

 

ISSN:0361-0918

 

年代: 2000

 

DOI:10.1080/03610910008813624

 

出版商: Marcel Dekker, Inc.

 

关键词: allocation rules;minimax risk;Bayes risk;sequential tests;posterior distributions

 

数据来源: Taylor

 

摘要:

We consider the sequential procedures developed by Robbins and Siegmund (1974), Louis (1975) and Zoubeidi (1992) for comparing the means of two treatments. We let the procedures have equal power functions and compare their Bayes and minimax risks using the invariance property of their power functions. For each of several formulations of the problem we determine the most relatively efficient procedure and compute its expected total sample size.

 

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