Finite stopping in sequential sampling without recall from a Dirichlet process (Q1077853): Difference between revisions
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Latest revision as of 23:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite stopping in sequential sampling without recall from a Dirichlet process |
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Finite stopping in sequential sampling without recall from a Dirichlet process (English)
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1986
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Let \(X_ 1,X_ 2,...\), be observations from an (unknown) distribution F. The cost of stopping the sequence at n is \(X_ n+(n-1)c\), where c is a constant. The optimal stopping rule is that minimizing the expected cost. The main result states that if F comes from a Dirichlet process than there exists an integer N such that any optimal procedure stops sampling not later than at N with probability 1.
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sequential sampling without recall
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almost sure upper bound
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Bayesian optimal stopping rule
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Dirichlet process
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