Stopping Rules and Ordered Families of Distributions.

Abstract

There are good reasons for using sequential methods in some statistical decision problems, but a stopping rule that is helpful for deciding whether theta>0 or theta<0 may not be so good for estimating theta. This paper considers the construction of confidence bounds on a real parameter and investigates the relation between the ordering of boundary points that are accessible under the stopping rule and the natural ordering of the parameter space. Keywords: Confidence intervals; Monotone likelihood ratios; Stochastic ordering; Sequential decisions.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1987
Accession Number
ADA192843

Entities

People

  • John Bather

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Biomedical
  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Boundaries
  • Construction
  • Data Science
  • Distribution Functions
  • Information Science
  • Intervals
  • North Carolina
  • Observation
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Security
  • Sequences
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.

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