Accession Number : ADA192843

Title :   Stopping Rules and Ordered Families of Distributions.

Descriptive Note : Technical rept. Sep 87-Aug 88,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Bather, John

PDF Url : ADA192843

Report Date : Dec 1987

Pagination or Media Count : 18

Abstract : There are good reasons for using sequential methods in some statistical decision problems, but a stopping rule that is helpful for deciding whether theta0 or theta0 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.

Descriptors :   *STOPPING RULES(MATHEMATICS), *PROBABILITY DISTRIBUTION FUNCTIONS, CONFIDENCE LEVEL, CONFIDENCE LIMITS, DECISION MAKING, DECISION THEORY, INTERVALS, PARAMETERS, SEQUENTIAL ANALYSIS, STATISTICS, STOCHASTIC CONTROL

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE