Optimal sequential sampling plans

  • Norbert Schmitz
Part of the Lecture Notes in Statistics book series (LNS, volume 79)


Statistical decision procedures where the sizes of sub-samples are determined sequentially (sequentially planned statistical decision procedures) are described in definition (1.22) by a sequential plan r and a terminal decision procedure ε. I.e. similarly to purely sequential decision procedures (see definition (1.12)) such a procedure is split up into
  • - a part τ which is focused upon the sequential determinations of sub-samples and

  • - a part ϕ = (ϕ a )a∈A which exclusively concerns the terminal decisions.


Decision Procedure Sampling Plan Optimal Sampling Transition Kernel Finite Horizon 
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  1. 22.
    There is no relation to the admissibility concept of decision theory; existence only of the expected value in the wide sense is assumed, i.e. EZ+ < ∞ or EZ- < ∞.Google Scholar
  2. 23.
    This assumption is e.g. fulfilled if Za ≤ 0 (i.e. allow an interpretation as losses); comp. Chapter 4.Google Scholar
  3. 24.
    We always define supθ … = maxθ… =-∞.Google Scholar

Copyright information

© Springer-Verlag New York, Inc. 1993

Authors and Affiliations

  • Norbert Schmitz
    • 1
  1. 1.Institut für Mathematische StatistikWestfälische Wilhelms-Universität MünsterMünster/W.Germany

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