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September, 1988 On Empirical Bayes Testing with Sequential Components
Rohana J. Karunamuni
Ann. Statist. 16(3): 1270-1282 (September, 1988). DOI: 10.1214/aos/1176350961

Abstract

We study the empirical Bayes decision theory with an $m$-truncated sequential statistical decision problem as the component. An empirical Bayes sequential decision procedure is constructed for the linear loss two-action problem. Asymptotic results are presented regarding the convergence of the Bayes risk of the empirical Bayes sequential decision procedure. With sequential components, an empirical Bayes sequential decision procedure selects both a stopping rule function and a terminal decision rule function for use in the component with parameter $\theta$.

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Rohana J. Karunamuni. "On Empirical Bayes Testing with Sequential Components." Ann. Statist. 16 (3) 1270 - 1282, September, 1988. https://doi.org/10.1214/aos/1176350961

Information

Published: September, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0725.62011
MathSciNet: MR959202
Digital Object Identifier: 10.1214/aos/1176350961

Subjects:
Primary: 62C12
Secondary: 62H15

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 3 • September, 1988
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