A Bayesian Inference and Stochastic Dynamic Programming Approach to Determine the Best Binomial Distribution
From MaRDI portal
Publication:3396345
DOI10.1080/03610920802549902zbMath1170.62018MaRDI QIDQ3396345
Seyed Taghi Akhavan Niaki, Mohammad Saber Fallah Nezhad
Publication date: 18 September 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802549902
stochastic dynamic programming; Bayesian inference; beta distribution; best binomial distribution; optimum stopping problem
62F15: Bayesian inference
90C15: Stochastic programming
90C39: Dynamic programming
62L10: Sequential statistical analysis
62F07: Statistical ranking and selection procedures
62L15: Optimal stopping in statistics
Related Items
Cites Work
- Unnamed Item
- Optimal properties of the Bechhofer-Kulkarni Bernoulli selection procedure
- Selecting the best binomial population: Parametric empirical Bayes approach
- A comparison of two procedures to select the best binomial population with sequential elimination of inferior populations
- On selecting the treatment with the largest probability of survival
- A modified least-failures sampling procedure for bernoulli subset selection
- Selecting the highest probability in binomial or multinomial trials
- Sequential procedures for selecting the best one of k Koopman-Darmois populations
- Multiple Decision Procedures
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances