Comparing the relative efficiency of three sequential procedures

Taoufik Zoubeidi; Claude Chevre

Comparing the relative efficiency of three sequential procedures

Taoufik Zoubeidi, Claude Chevre

Department of Analytics in the Digital Era

Research output: Contribution to journal › Review article › peer-review

Abstract

We consider the sequential procedures developed by Robbins and Siegmund (1974), Louis (1975) and Zoubeidi (1992) for comparing the means of two treatments. We let the procedures have equal power functions and compare their Bayes and minimax risks using the invariance property of their power functions. For each of several formulations of the problem we determine the most relatively efficient procedure and compute its expected total sample size.

Original language	English
Pages (from-to)	511-521
Number of pages	11
Journal	Communications in Statistics - Theory and Methods
Volume	29
Issue number	2
Publication status	Published - 1999

Keywords

Allocation rules
Bayes risk
Minimax risk
Posterior distributions
Sequential tests

ASJC Scopus subject areas

Statistics and Probability

Cite this

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AB - We consider the sequential procedures developed by Robbins and Siegmund (1974), Louis (1975) and Zoubeidi (1992) for comparing the means of two treatments. We let the procedures have equal power functions and compare their Bayes and minimax risks using the invariance property of their power functions. For each of several formulations of the problem we determine the most relatively efficient procedure and compute its expected total sample size.

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KW - Bayes risk

KW - Minimax risk

KW - Posterior distributions

KW - Sequential tests

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Comparing the relative efficiency of three sequential procedures

Abstract

Keywords

ASJC Scopus subject areas

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