2004•Unpublished venueRequires access

Sequential Sampling

Morris H. DeGroot

Abstract

This chapter includes the following topics: Gains from Sequential Sampling Sequential Decision Procedures The Risk of a Sequential Decision Procedure Backward Induction Optimal Bounded Sequential Decision Procedures Illustrative Examples Unbounded Sequential Decision Procedures Regular Sequential Decision Procedures Existence of an Optimal Procedure Approximating an Optimal Procedure by Bounded Procedures Regions for Continuing or Terminating Sampling The Functional Equation Approximations and Bounds for the Bayes Risk The Sequential Probability-Ratio Test Characteristics of Sequential Probability-Ratio Tests Approximating the Expected Number of Observations

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Key concepts: Sequential probability ratio test, Sequential analysis, Sequential estimation, Bounded function, Sequential sampling, Bayes' theorem, Sampling (signal processing), Mathematics