摘要:

By developing and applying certain results on boundary crossing probabilities of generalized likelihood ratio statistics in multiparameter exponential families, we show that Lai's (1988a) modification of Schwarz's (1962) sequential likelihood ratio tests of one-sided hypotheses in the one-parameter case can be extended to general hypotheses in the multiparameter case. Such tests are shown to be asymptotically optimal, from both frequentist and Bayesian points of view, and numerical results are also given to demonstrate their performance.

ISSN:0747-4946    

DOI:10.1080/07474949408836296

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this paper we,under a very general dependence set-up,obtaln a rate of convergence of the randomly stopped normallzed log-I lkel lhood ratlo statlstlc to standard normal varlables.Two examples are taken Into account.Non-unlform rates of convergence and bounds for Lp norms are also obtained under some qulte general condltlons.Martlngale techniques have been exploited throughout.

ISSN:0747-4946    

DOI:10.1080/07474949408836297

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.

ISSN:0747-4946    

DOI:10.1080/07474949408836298

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

Since Wald developed the sequential probability ratio test, many studies have been done to approximate the characteristics of the test. One of the major efforts among them is to approximate the excess over the boundaries used in the test. In this paper the excess is approximated as a simple function of the parameter to be tested by using the condition of the test statistic immediately before the stopping time in normal and exponential cases. The use of the estimated excess shows good performances in estimating the operating characteristic function, the average sample number, and the probability mass function of the sarnple number. It also make it possible to determine the boundary values which can give the error probabilities close to the desired ones.

ISSN:0747-4946    

DOI:10.1080/07474949408836299

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

Menon et al. (1984) proposed the kernel-type recursive estimators of a density and its derivatives, based on a fixed number of observations. We extend the estimators to the case where the sample size is random. Convergence rates of the normal approximation for the kernel-type sequential estimators are studied.

ISSN:0747-4946    

DOI:10.1080/07474949408836300

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

We consider the problem of a consumer desiring to buy an item at as low a price as possible based on a finite sequence of price quotations obtained sequentially from various sellers. This is a version of the so-called best-choice problem. It is assumed that the optimal decision is concerned with the probability-maximizing approach. When the distribution of price quotations is completely known, the optimal buying policy is myopic. Many authors have shown that the myopic policy is still optimal in some cases where the price distribution has unknown parameter(s) and the buyer's prior on this parameter undergoes Bayesian updating as successive prices are received. In this article, we examine the case in which the buyer must update his/her beliefs in a Bayesian manner, but the prior distribution is not completely known to the buyer. We assume, however, that some auxiliary information is available to the buyer. Using empirical Bayes techniques, a stopping time for the price search is constructed for such situations

ISSN:0747-4946    

DOI:10.1080/07474949408836301

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949408836295

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor