Secretary Problems with Inspection Costs as a Game.
Sequential Allocation to Two Treatments that Converges to an a-Superior Treatment.
Sequential and iterative designs of experiments
Sequential Approach to Simultaneous Estimation of the Mean and Variance.
Sequential classification in the case of many populations
Sequential confidence intervals based on robust estimators
Sequential estimation in finite-state Markov processes
Sequential estimation in processes with independent increments
Sequential estimation method for the minimum of a quadratic regression function
Sequential Estimation of Linear Models in Three Stages.
Sequential Estimation of Means of Linear Processes.
Sequential estimation of powers of a scale parameter from delayed observations
The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.
Sequential estimation of survival functions with a neutral to the right process prior
In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.
Sequential Estimation of the Difference Between the Means of Two Normal Populations.
Sequential estimation of the transition intensities in Markov processes with migration
Sequential Fixed-Width Confidence Bands for Distribution Functions Under Random Censoring.
Sequential likelihood ratio tests
Sequential monitoring for change in scale
We propose a sequential monitoring scheme for detecting a change in scale. We consider a stable historical period of length . The goal is to propose a test with asymptotically small probability of false alarm and power 1 as the length of the historical period tends to infinity. The asymptotic distribution under the null hypothesis and consistency under the alternative hypothesis is derived. A small simulation study illustrates the finite sample performance of the monitoring scheme.
Sequential point and interval estimation of scale parameter of exponential distribution.
Sequential probability ratio tests for stochastic processes: a review note