Fenoy Muñoz, María Del Mar2023-06-172023-06-172017Fenoy Muñoz, M. M. «The Invariant Optimal Sampling Plan in a Sequentially Planned Decision Procedure». Sequential Analysis, vol. 36, n.o 2, abril de 2017, pp. 194-209. DOI.org (Crossref), https://doi.org/10.1080/07474946.2017.1319680.0747494610.1080/07474946.2017.1319680https://hdl.handle.net/20.500.14352/18294We define the invariant sequentially planned decision procedure under a group of measurable transformations. By means of a previous reduction of the problem, we obtain the optimal invariant sequentially planned decision procedure that minimizes the risk function. First we find the solution for the horizon with a maximal number of stages, based on the present information; later, the general case is solved but the solution is based on the past information. Finally, we study the possibility of approximating the general case by a sequence of truncated problems with a maximal number of stages, obtaining a solution based on the present informatioengjournal articlehttps//doi.org/10.1080/07474946.2017.1319680http://www.tandfonline.com/doi/abs/10.1080/07474946.2017.1319680restricted access519.22519.226Invariant sequentially planned procedure: Sampling planTransitivityEstadística matemática (Matemáticas)Procesos estocásticos1209 Estadística1208.08 Procesos Estocásticos