Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
β Scribed by Leng-Cheng Hwang; Jeng-Fu Liu
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 144 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0932-5026
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Items are characterized by a set of attributes ( T ) and a collection of covariates (X) associated with those attributes. We wish to screen for acceptable items ( T E C T ) , but T is expensive to measure. We envisage a two-stage screen in which observation of X is used as a filter at the first stag
We study a k-stage (k>~3) sequential estimation procedure which includes the three-stage procedure of Hall (1981) as a special case. With a suitable value of k, the k-stage procedure not only can be as efficient as the fully sequential procedure of Anscombe, Chow and Robbins in terms of sample size,