Asymptotic Sequential Design of Experiments with Two Random Variables
两个随机变量的渐近序贯试验设计
Summary Given two independent random variables with densities f1 and f2, we test H1: f1 = f11, f2 = f12 versus H2: f1 = f21, f2 = f22, where the fij are known densities (i,j = 1,2). We study asymptotic Bayes sequential procedures as the cost of each observation approaches zero. An asymptotic expression for the Bayes risk is found, and necessary and sufficient conditions for a decision rule to be asymptotically Bayes are derived. We study a class of tests which we call tandem…