Comparing the relative efficiency of three sequential procedures |
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| Authors: | Taoufik Zoubeidi Claude Chevre |
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| Institution: | 1. Department of Statistics , U.A.E. University , 17555, United Arab Emirates , P.O. Box Al-Ain;2. Department of Mathematics , Swiss Federal Institute of Technology , 1015, Lausanne, Switzerland |
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| Abstract: | We consider the sequential procedures developed by Robbins and Siegmund (1974), Louis (1975) and Zoubeidi (1992) for comparing the means of two treatments. We let the procedures have equal power functions and compare their Bayes and minimax risks using the invariance property of their power functions. For each of several formulations of the problem we determine the most relatively efficient procedure and compute its expected total sample size. |
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| Keywords: | allocation rules minimax risk Bayes risk sequential tests posterior distributions |
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