摘要:

A linear model is considered in which the design variables may be functions of previous responses and/or auxiliary randomisation. The model is observed successive times, where t is a stopping time, and interest lies in estimating the parameters of the model. Approximations are derived for the bias and variance of the maximum likelihood estimators of the parameters at time t. The derivations involve differentiating the fundamental identity of sequential analysis. The accuracy of the approximations is assessed by simulation for a multi-armed clinical trial model proposed by Coad (1995), two autoregressive models and the sequential design of Ford and Silvey (1980). Very weak expansions are used to justify the approximations.

ISSN:0747-4946    

DOI:10.1080/07474949808836396

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

摘要:

It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of "rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when probabilities of errors tend to zero. We consider the general case of observation process with discrete or continuous time parameter and asymmetric (relative to probabilities of errors) classes of tests.

ISSN:0747-4946    

DOI:10.1080/07474949808836397

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

摘要:

A piecewise sequential methodology utilizing often available networks for parallel processing has been recently introduced by Mukhopadhyay and Sen (1993). In the present paper in a parallel network, followed by batch sampling. The aim is to achieve substantial gain through operational savings at the expense of perhaps insignificant increments in the overall risk functions when compared with the full piecewise technique. For the newly proposed partial piecewise multistage sampling strategies, first asymptotic second-order theory is developed in general, followed by a few interesting examples. Then, via extensive sets of simulations we compare the CPU times taken by the purely sequential, accelerated sequential, and fully piecewise sampling techniques in the case of two examples, and the partial piecewise methology looks very attractive indeed.

ISSN:0747-4946    

DOI:10.1080/07474949808836398

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

摘要:

We consider a Brownian motion X(t) with drift θ and various linear stopping boundaries, including boundaries popular for sequential testing. We show that the stopping time T and the observed value X(T) are jointly complete for the drift. We then derive the UMVUE of the drift and of some functions of the drift, including the variance of the drift estimate. The estimates are also truncation-adaptable, with uniformly minimum variance among such estimates.

ISSN:0747-4946    

DOI:10.1080/07474949808836399

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

摘要:

We investigate sampling plans in time sequential testing af snrvival distributions, when the study time is fixed. We obtain the asymptotic value of optimal sampling plans as the error probabilities of the test approach zero.

ISSN:0747-4946    

DOI:10.1080/07474949808836400

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

摘要:

Sequential tests procedures based on rank regression scores are proposed and their asymptotic properties are studied.

ISSN:0747-4946    

DOI:10.1080/07474949808836401

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949808836395

出版商:Marcel Dekker, Inc.    

年代:1998

数据来源: Taylor