An urn contains a known number of balls, an unknown number $R$ of which are red. Sequential sampling with replacement is possible and cost is proportional to sample size. The objective is to estimate $R$ with 0-1 loss, given that a priori $R$ has a discrete uniform distribution. It is shown that optimal stopping regions may be disconnected and composed of islands and peninsulas.
Publié le : 1982-06-14
Classification:
Dichotomous populations,
sequential sampling,
sampling with replacement,
stopping regions,
stopping island,
stopping peninsulas,
discrete uniform prior,
posterior probabilities,
maximum likelihood estimation,
60L15,
62C10
@article{1176345806,
author = {Berry, Donald A. and Wang, PeCheng},
title = {Optimal Stopping Regions with Islands and Peninsulas},
journal = {Ann. Statist.},
volume = {10},
number = {1},
year = {1982},
pages = { 634-636},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345806}
}
Berry, Donald A.; Wang, PeCheng. Optimal Stopping Regions with Islands and Peninsulas. Ann. Statist., Tome 10 (1982) no. 1, pp. 634-636. http://gdmltest.u-ga.fr/item/1176345806/