Comparing the relative efficiency of three sequential procedures

Taoufik Zoubeidi; Claude Chevre

Comparing the relative efficiency of three sequential procedures

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

@article{8c828f0cdeee4e2d86bbff1be70f86be,

title = "Comparing the relative efficiency of three sequential procedures",

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.",

keywords = "Allocation rules, Bayes risk, Minimax risk, Posterior distributions, Sequential tests",

author = "Taoufik Zoubeidi and Claude Chevre",

year = "1999",

language = "English",

volume = "29",

pages = "511--521",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

number = "2",

}

TY - JOUR

T1 - Comparing the relative efficiency of three sequential procedures

AU - Zoubeidi, Taoufik

AU - Chevre, Claude

PY - 1999

Y1 - 1999

N2 - 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.

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.

KW - Allocation rules

KW - Bayes risk

KW - Minimax risk

KW - Posterior distributions

KW - Sequential tests

UR - http://www.scopus.com/inward/record.url?scp=30444439742&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=30444439742&partnerID=8YFLogxK

M3 - Review article

AN - SCOPUS:30444439742

SN - 0361-0926

VL - 29

SP - 511

EP - 521

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 2

ER -

Comparing the relative efficiency of three sequential procedures

Abstract

Keywords

ASJC Scopus subject areas

Other files and links

Fingerprint

Cite this