Abstract
A general group sequential statistical decision model is investigated. Using a Bayesian approach and Bayesian dynamic programming, we examine structural properties of the cost functions and of optimal sampling procedures. In particular, we consider variable-sample-size-sequential probability ratio tests and show that the so-called onion-skins conjecture is false.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
J.O. Berger,Statistical Decision Theory and Bayesian Analysis (Springer, New York, 1985).
N. Cressie and P. Morgan, The VPRT: Optimal sequential and nonsequential testing. Statist. Decision Theory Rel. Topics 4(1988)107–118.
M.H. DeGroot,Optimal Statistical Decisions (McGraw-Hill, New York, 1970).
U. Rieder, On stopped decision processes with discrete time parameter, Stoch. Proc. Appl. 3(1975)365–383.
U. Rieder and H. Wagner, Structured policies in the sequential design of experiments, this volume.
N. Schmitz, Optimale sequentiell geplante Entscheidungsverfahren. Teil 1: Theorie, Skripten zur Mathematischen Statistik, Nr. 18, Universität Münster (1989).
N. Schmitz, Wald-Wolfowitz optimality of sequentially planned tests-Remarks and conjectures, this volume.
M. Spahn and S. Ehrenfeld, Optimal and suboptimal procedures in sequential sampling. Naval Res. Logist. Quart. 21(1974)53–68.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Rieder, U., Wentges, P. On Bayesian group sequential sampling procedures. Ann Oper Res 32, 189–203 (1991). https://doi.org/10.1007/BF02204834
Issue Date:
DOI: https://doi.org/10.1007/BF02204834