Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model

DOI10.1134/S1995080219080134zbMath1442.62182OpenAlexW2972278057WikidataQ127308683 ScholiaQ127308683MaRDI QIDQ2010176

I. A. Kareev, A. A. Zaikin

Publication date: 3 December 2019

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080219080134

zbMATH Keywords

selection problemnormal populationseliminationsequential procedureexpected sample sizeBayesian approachnormal-normal modellook-aheadinferior populationsfirst-crossinglikelihood ratio martingalevector-at-a-time sampling rule

Mathematics Subject Classification ID

Bayesian inference (62F15) Martingales with continuous parameter (60G44) Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)

Related Items (4)

On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses ⋮ Sequential d-posterior procedure for selecting the most probable multinomial outcome ⋮ Sequential d-posterior multinomial selection procedure with asymmetric indifference zone ⋮ Asymptotic accuracy and reliability of two-sided Bayesian credible region under discrimination two compound hypotheses

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• Making the Cut: Improved Ranking and Selection for Large-Scale Inference
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances

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