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 |
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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