
doi: 10.1007/bf02204834
In group sequential sampling the experimenter is allowed at each sampling stage to choose any number of new observations up to a maximum of \(m\) (positive fixed integer). The total number of observations in the experiment may or may not be required to be bounded. In the paper under review the observations \(X_ 1,X_ 2,\dots\) are i.i.d. real valued random variables with distribution \(P_ \theta\), \(\theta\in\Theta\), dominated by a fixed sigma finite measure. The number of possible terminal actions is assumed to be finite. Under mild conditions on loss- and cost-structure, and assuming a prior on \(\Theta\), the nature of Bayes procedures is investigated. If the cost for taking observations is proportional to the number of observations, then the optimal group size is 1. For other cost functions this needs not be true; e.g., if there is an overhead: cost function = constant + linear term. Such an example is given for a test of \(\theta=1\) versus \(\theta=2\) if the \(X's\) are uniform in \((0,\theta)\). Then in the continuation region the optimal group size is 1 or 2 depending on the posterior value of \(P(\theta=1)\). The example also shows that the ``onion skins'' conjecture of \textit{N. Schmitz} [ibid., 205-213 (1991)] is not true in its present form.
optimal group size, total number of observations, Sequential statistical analysis, cost functions, Bayesian problems; characterization of Bayes procedures, Bayesian dynamic programming, variable-sample-size- sequential probability ratio tests, onion-skins conjecture, group sequential sampling
optimal group size, total number of observations, Sequential statistical analysis, cost functions, Bayesian problems; characterization of Bayes procedures, Bayesian dynamic programming, variable-sample-size- sequential probability ratio tests, onion-skins conjecture, group sequential sampling
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 1 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
