Comparing the relative efficiency of three sequential procedures

Taoufik Zoubeidi, Claude Chevre

    Research output: Contribution to journalReview articlepeer-review


    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 languageEnglish
    Pages (from-to)511-521
    Number of pages11
    JournalCommunications in Statistics - Theory and Methods
    Issue number2
    Publication statusPublished - 1999


    • Allocation rules
    • Bayes risk
    • Minimax risk
    • Posterior distributions
    • Sequential tests

    ASJC Scopus subject areas

    • Statistics and Probability


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