摘要:

In sequential analysis, Bayes stopping rules are often difficult to determine explicitly. Bickel and Yahav (1967, Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability, VI, pp, 401-413) provided an attractive large sample approximation to sequential Bayes rules which they called “asymptotically pointwise optimal” (A.P.O.) rules. The present paper proposes A.P.O. rules for certain hierarchical Bayes regression models. These rules are shown to be asymptotically “non—deficient” in the sense of Woodroofe (1981Zietschrift füor Wahrscheinlich—keitsthoeorie und Verwandte Gebiete, 58, pp. 331-341). This work extends the results of Ghosh and Hoekstra (1989Sequential Analysis, 8, pp. 79–100) to a multivariate regression setting, and this considerably extends their applicability

ISSN:0747-4946    

DOI:10.1080/07474949508836323

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Either the sequential probability ratio test or the sequential likelihood ratio test can be used to test one—sided hypotheses regarding the ratio λ = µ/σ, Both tests are functions of the usualt—statistic. I discuss and compare empirical and theoretical properties of these two tests, and provide tables of critical and truncation values for a modified version of the sequential likelihood ratio test

ISSN:0747-4946    

DOI:10.1080/07474949508836324

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Sen (1980) introduced a full sequential sampling technique for estimating the mean of an exponential distribution by taking into account the natural sequential ordering of data collection, recruitment costs of experimental units, and the costs of monitoring. Sen (1980) showed, among other things, that his time—sequential estimation procedure was asymptotically risk efficient. In this paper, second—order expansions of the average sample size and regret associated with Sen's (1980) methodology are obtained first. Then, it is shown how the idea of acceleration can fit in for curtailing sampling operations further. In the context of such accelerated time—sequential estimation schemes, similar second—order characteristics are reported.

ISSN:0747-4946    

DOI:10.1080/07474949508836325

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Sequential fixed width interval estimation procedure is considered in a simple linear regression model where the independent variable (covariate) assumes only a finite number of values and the dependent variable (response) is randomly right censored. The censoring distribution may depend on the covariate values. The sequential procedure is shown to be consistent and efficient as the width of the confidence interval decreases to zero. The asymptotic distribution of the underlying stopping rale is obtained

ISSN:0747-4946    

DOI:10.1080/07474949508836326

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper evaluates the average run length properties of some EWMA—type control procedures for monitoring the mean and/or variance of a process. We introduce an EWMA scheme for the extreme value of a sample (EXTV—EWMA). A comparison is made between the standard EWMA for individual (standardized) observations Z, the omnibus EWMA for, and the EXTV—EWMA for maxwhen the underlying distribution of the data is not normal, but is a mixture of normal distributions. A Markov chain approach is utilized to approximate the average run lengths of these control schemes

ISSN:0747-4946    

DOI:10.1080/07474949508836327

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

We are pleased to announce that Malay Ghosh of University of Florida at Gainesville will take over the editorship of the journal, starting January 1, 1996. All manuscripts should be sent to him after that date at his address which can be found inside the back cover of the journal. Malay will also act as a third editor with us during the interim period July 1, 1995– December 31, 1995 .

ISSN:0747-4946    

DOI:10.1080/07474949508836322

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor