摘要:

For a change in the mean value parameters of a normal linear model,a class of detecting methods is proposed,which are asymptotically optimal in an appropriate sense. If there exists no nuisance parameters,the Cusum procedure is included in this class.

ISSN:0747-4946    

DOI:10.1080/07474949308836279

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In the sequential multinomial sampling case,a sufficient condition for a non-randomized sequential procedure to be complete is given,and also a necessary and sufficient condition for a randomized sequential procedure to be complete is obtained.

ISSN:0747-4946    

DOI:10.1080/07474949308836280

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In this paper,the performance of asymptotically pointwise optimal procedures is studied for fixed c, the cost per unit sample. Our treatment is focused on a statistical hypothesis testing problem, namely,the linear loss two-action problem. Using the empirical Bayes approach, we construct a sequential testing procedure which dominates the A.P.O. testing procedure when the number of auxiliary data available is large. It is shown that this domination occurs for most natural cases of the A.P.O. stopping rule. The comparison of the two procedures is made by comparing their respective Bayes risks.

ISSN:0747-4946    

DOI:10.1080/07474949308836281

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A local limit theorem for P{Ta= n,ZTa-a ≤ x, YTa= y}, a → ∞ is obtained, where Znis a perturbed Markov random walk related to a finite Markov chain Yn, Ta= min {n > O: Zn> a}. An important class of processes satisfying the hypotheses of his theorem are presented.

ISSN:0747-4946    

DOI:10.1080/07474949308836282

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Sequential bootstrapping for branching processes with immigration is proposed. The asymptotic validity of a sequential bootstrap estimator of the offspring mean in is estabilished for all values of m ∈ (0, 1]. This result is to be constrasted with the standard (non-sequential)bootstrapping where the bootstrap estimator estimator has been shown to asymptotically invalid (see, Sriram (1992)).

ISSN:0747-4946    

DOI:10.1080/07474949308836283

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

For sequential multinomial sampling, a sufficient condition for the stopping rule to be closed is obtained. And, by the application of the Rao-Blackwell method,an unbiased estimator based on the sufficient statistics is given for some functions of unknown parameters. The results are applied to some sequential stopping rules.

ISSN:0747-4946    

DOI:10.1080/07474949308836284

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In this paper sequential tests of one sided hypotheses H1: μ ≤ μ0and H2: μ > μ0for the velocity parameter of a stationary Ornstein-Uhlenbeck process(OUP) are discussed. When the variance parameter of the OUP is known the results obtained here complement a recent work of Roters (1991) by proving the existence of minimax sequential tests under concave and symmetric (about μ0) loss l(μ)with l(μ0) > 0 and linear costs of observation. For unkown variance parameter minimax sequential tests are derived for all loss functions discussed here and in the above mentioned paper.

ISSN:0747-4946    

DOI:10.1080/07474949308836285

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

There are given k stochastically ordered populations. A sequential sampling procedure (S) is proposed for selecting the population associated with the largest rank in the ordering. Observations are taken one at a time from each of the k populations. The procedure S allows for a specified maximum number (M) of observations to be taken from each population. The stage N at which the sampling is stopped depends on the choice of a parameter c. The choice of c is based on a trade-off between the expected number of observations and the probability of a correct selection (PCS). A table is given showing the values of c, the associated values of the PCS and the expected sample number, based on the asymptotic properties of S when M is large. Empirical results are given, based on a simulation study of the small sample properties of S.

ISSN:0747-4946    

DOI:10.1080/07474949308836286

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

With reference to a general class of sequential procedures, this paper shows the admissibility of fixed-width confidence intervals, based on the smallest sample observation, for the location parameter of a negative exponential population with an unknown scale parameter.

ISSN:0747-4946    

DOI:10.1080/07474949308836287

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949308836278

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor