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)

Cites Work

• Unnamed Item
• A sequential d-guaranteed test for distinguishing two interval hypotheses
• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian look ahead one stage sampling allocations for selecting the largest normal mean
• D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems
• Bayesian look ahead one-stage sampling allocations for selection of the best population
• A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection
• Sequential selectiok procedures based on confidence sequences for normal populations
• Bayesian approach to two-stage phase trial
• 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

This page was built for publication: Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model