Person:
Ibarrola Muñoz, Pilar

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First Name
Pilar
Last Name
Ibarrola Muñoz
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Area
Estadística e Investigación Operativa
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2003 - 20072
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Now showing 1 - 2 of 2
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    Publication
    The optional sampling theorem for submartingales in the sequentially planned context.
    (Elsevier, 2007) Fenoy, Mar; Ibarrola Muñoz, Pilar
    The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.
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    Publication
    Sufficiency in sequentially planned decision procedures
    (Sociedad de Estadistica e Investigacidn Operativa, 2003) Fenoy, Mar; Ibarrola Muñoz, Pilar
    In this paper we generalize classical results about sufficiency in the sequential decision theory to sequentially planned decision procedures. We obtain the completeness of the class of decision rules based on the sufficient a-fields family. The concept of sampling plan with respect to a non-isotonic family is introduced, and a complete class of rules is built.