Finite stopping in sequential sampling without recall from a Dirichlet process

DOI10.1214/AOS/1176349855MaRDI QIDQ1077853zbMATH OpenOpenAlexFDO

Authors Ronald Christensen

Publication date 1986

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349855

zbMATH Keywords

almost sure upper boundBayesian optimal stopping ruleDirichlet processsequential sampling without recall

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Optimal stopping in statistics (62L15)

Review text

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.

Recommendations

• Sequential sampling without recall from a dirichlet process
• scientific article; zbMATH DE number 4084788
• A Bayesian nonparametric sequential test for the mean of a population
• Optimal stopping of a random sequence with unknown distribution
• scientific article; zbMATH DE number 4092603

Cited in

(4)

• A Bayesian nonparametric sequential test for the mean of a population
• Sequential sampling without recall from a dirichlet process
• La medida de divergencia de Kagan en el muestreo secuencial con procesos de Dirichlet
• Optimal inventory policies when the demand distribution is not known

This page was built for publication: Finite stopping in sequential sampling without recall from a Dirichlet process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1077853)