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Sufficiency in sequentially planned decision procedures

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dc.contributor.authorFenoy, Mar
dc.contributor.authorIbarrola Muñoz, Pilar
dc.date.accessioned2023-06-20T16:50:45Z
dc.date.available2023-06-20T16:50:45Z
dc.date.issued2003
dc.description.abstractIn 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/15058
dc.identifier.citationBAHADUR, K. L. (1954). Sufficiency and statistical decision function. Annals of Mathematical Statistics, 25:432-462. DOHLER,R (1985). On domination and sufficiency in sequential analysis. Banach Center Publications, 16:51 64. FERGUSON, T. (1967). Mathematical Statistics. A Decision Theoretic Approach.Academic Press, New York. GHOSH, B. K. and SEN, P. K. (1991). Handbook of Sequential Analysis.Dekker, New York. IBARROLA, P., PARDO, L., and QUESADA, V. (1997). Teoria de la Probabilidad.Sintesis, Madrid. IBARROLA, P. and VELEZ, R. (1997). Sufficiency in decision processes with continuous observations. Statistics, 20:125 134. IRLE, A. (1981). Transitivity in problems of optimal stopping. Annals of Probability, 9:642-647. SCHMITZ, N. (1988). From optimal stopping to optimal sampling. In Statistik. I~form.atik und Okonometrie, pp. 272-289. Springer-Verlag,New York. SCHMITZ, N. (1993). Optimal Sequentially Planned Decision Procedures.Lectures Notes in Statistics. Springer-Verlag, New York. Wald, A.(1947). Sequential Analysis. Wiley, New York. WETHERILLE, G. and GLAZEBROOK, K. (1986). Sequential Methods in Statistics. Chapman and Hall, London.
dc.identifier.doi10.1007/BF02595720
dc.identifier.issn1133-0686
dc.identifier.officialurlhttp://www.springerlink.com/content/a56056187w17728l/fulltext.pdf
dc.identifier.relatedurlhttp://www.springerlink.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/57213
dc.issue.number2
dc.journal.titleTest
dc.language.isoeng
dc.page.final384
dc.page.initial365
dc.publisherSociedad de Estadistica e Investigacidn Operativa
dc.rights.accessRightsrestricted access
dc.subject.cdu519.21
dc.subject.keywordSampling plan
dc.subject.keywordSequentially planned procedure
dc.subject.keywordSufficient cr fields.
dc.subject.ucmProbabilidades (Matemáticas)
dc.titleSufficiency in sequentially planned decision procedures
dc.typejournal article
dc.volume.number12
dspace.entity.typePublication
relation.isAuthorOfPublicationda6b4331-3aa5-46ad-aad5-7df8a0e6a49d
relation.isAuthorOfPublication.latestForDiscoveryda6b4331-3aa5-46ad-aad5-7df8a0e6a49d
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