An Asymptotically Bayes Sequential Test for Comparing Two Normal Means
比较两个正态总体均值的渐近贝叶斯序贯检验
Summary We consider sequential tests to decide whether the difference between the means of two normal populations is negative or positive. A Bayesian formulation is adopted, with costs of sampling which differ for the two populations and depend on the difference between the means. The asymptotic “shape”, in the sense of Schwarz (1962), of the Bayes continuation region is found, and this is used to derive an asymptotically Bayes test. A number of asymptotic optimality…