Sequential selection procedures. A decision theoretic approach

DOI10.1214/AOS/1176346411MaRDI QIDQ794084zbMATH OpenOpenAlexFDO

Authors Klaus J. Miescke, Shanti S. Gupta

Publication date 1984

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

Full work available at URL https://doi.org/10.1214/aos/1176346411

zbMATH Keywords

backward inductiondecrease in transpositionexponential familypermutation invariant sequential selection proceduressymmetric priors

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical ranking and selection procedures (62F07) Sequential statistical analysis (62L10) Sequential statistical methods (62L99)

Review text

Let \(\pi_ 1,\pi_ 2,...,\pi_ k\) be given populations which are associated with unknown real parameters \(\theta_ 1,\theta_ 2,...,\theta_ k\) from a common underlying exponential family \({\mathcal F}\). Let the goal be to select a subset (of random or fixed size) of good populations (i.e. those which have large parameters). In this paper, the authors have studied sequential procedures for this problem in a general framework covering the control and noncontrol, elimination and nonelimination, truncated and open sequential settings. They have derived their results under a Bayesian approach with symmetric priors and have used the concepts of backward induction and decrease in transposition.

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