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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