摘要:

Letbe i.i.d. random variablesandSO that N is the stopping rule of Wald's SPRT, if the Ziare log-likelihood statistics. For the case thatandan upper bound of orderforis derived.

ISSN:0747-4946    

DOI:10.1080/07474948708836133

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Nonparametric procedures are developed for the problem of monitoring the location parameter of a continuous process wnen the control value for the parameter is not specified. These procedures are based on linear placement statistics for comparing current samples with a standard sample taken wnen the process was operating properly. The linear placement statistics are used in versions of the Shewhart and cusum charts. Asymptotic approximations to the run length distribution are obtained and a new result for the Brownian motion process is derived for the case where there is an upper bound on the time that the process is observed.

ISSN:0747-4946    

DOI:10.1080/07474948708836134

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The paper considers sequential estimation of the difference of two-variate normal means from independent populations when the variance covariance matrix from each population is known up to a scalar multiple and are not necessarily equal. The sampling scheme is a multivariate extension of the stopping rule proposed by Ghosh and

ISSN:0747-4946    

DOI:10.1080/07474948708836135

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Suppose that from each of I populations. an independent random variable with distribution depending on parametercan be observed. The goal is estimation ofthe product of population parameters, using a Bayesian approach and allowing sequential allocation and sampling. The Bayes estimator is used to estimate θ and thus, the problem involves two choices: the allocation procedure (where to take the observations) and the stopping rule (when to stop the experiment). Such a pair is called a policy, and policies are evaluated in terms of their expected total cost, here equal to the total Bayes risk.

ISSN:0747-4946    

DOI:10.1080/07474948708836136

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948708836137

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948708836132

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor