Publication: Sufficiency in sequentially planned decision procedures
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2003
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Sociedad de Estadistica e Investigacidn Operativa
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Abstract
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.
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