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随机化序贯检验：截短单次抽样方案与序贯概率比检验的比较AI 解读

For Bernoulli random variables sequential tests of the simple hypotheses p=p 0 vs. p = p 1 are considered. In particular a comparison is made between the performance of sequential probability ratio tests (SPRTs) and curtailed single sampling plans (CSSPs), when both tests have the same error probabilities. In [1] it is shown that the CSSP has a strong optimality property. Nevertheless, if one admits randomized SPRTs, the latter are better. Numerical examples are considered…

随机化序贯检验：截短单次抽样方案与序贯概率比检验的比较AI 解读

For Bernoulli random variables sequential tests of the simple hypotheses p=p 0 vs. p = p 1 are considered. In particular a comparison is made between the performance of sequential probability ratio tests (SPRTs) and curtailed single sampling plans (CSSPs), when both tests have the same error probabilities. In [1] it is shown that the CSSP has a strong optimality property. Nevertheless, if one admits randomized SPRTs, the latter are better. Numerical examples are considered…

基于两阶段抽样的二项与泊松参数方差受限估计AI 解读

The problem of unbiased estimation of the parameter θ in the binomial and Poisson distributions is considered. The variance of the estimate is required not to exceed a preassigned bound, B. For the Poisson distribution this can be achieved only by sequential sampling and also in the binomial case sequential sampling may reduce the expected sample size. Here only two-stage sampling is considered. The methods of estimation discussed differ from earlier considered two-stage…

基于两阶段抽样、满足预设方差上界的二项与泊松参数估计AI 解读

The problem of unbiased estimation of the parameter θ in the binomial and Poisson distributions is considered. The variance of the estimate is required not to exceed a preassigned bound, B. For the Poisson distribution this can be achieved only by sequential sampling and also in the binomial case sequential sampling may reduce the expected sample size. Here only two-stage sampling is considered. The methods of estimation discussed differ from earlier considered two-stage…

有限决策问题的序贯复合规则AI 解读

Summary Asymptotically optimal rules are obtained for the sequential compound decision problem, where the component problem involves a finite parameter space and a finite action space. It is shown that under some regularity conditions the rule, which at each stage is a Bayes rule with respect to an estimate of the empirical distribution of the previous parameters, is asymptotically optimal. In the general situation, a randomized version of this rule is asymptotically…