Simple expressions are given for the probability of a correct decision for the Anderson sequential procedure with a triangular boundary, for some values of parameters. This can be used to improve bounds of the probability of correct decision for the Paulson sequential ranking procedures and change slightly the comparison of these with the Bechhofer-Kiefer-Sobel procedures.
Publié le : 1974-01-14
Classification:
Triangular stopping regions,
Paulson's sequential ranking procedure,
Bechhofer-Kiefer-Sobel procedure,
probability of correct decision,
independent normal random variables,
Brownian motion,
62L10,
62F07
@article{1176342622,
author = {Fabian, Vaclav},
title = {Note on Anderson's Sequential Procedures with Triangular Boundary},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 170-176},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342622}
}
Fabian, Vaclav. Note on Anderson's Sequential Procedures with Triangular Boundary. Ann. Statist., Tome 2 (1974) no. 1, pp. 170-176. http://gdmltest.u-ga.fr/item/1176342622/