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Dominierbarkeit und suffizienz in der sequentialanalyse
Author:
R. D
hler a
hler a
| Affiliation: | a Sektion Mathematik, Technische Hochschule Karl-Marx-Stadt, Postfach |
DOI:
10.1080/02331888108801574
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
We give a general definition of randomized times and show some basic properties. Using well-known results of HALMOS/SAVAGE it is shown, that dominatability can be extended from the case of nonrandom size of observation to that of random size. By the help of dominatability results of BAHADUR and SUDAKOV concering sufficiency in sequential analysis are generalized. Finally, the general form of sequential decision rules is investigated (discrete time).
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Keywords:
Bedingte Un blningigkeit;
 τ;
Randomisierte Zeiten;
Streng Markovsehe Eigensehaft von Prozessen init unbhangigen Zuwchsen;
Dominierbarkeit;
Suffizienz;
Sequentielle Entsebeldungsregelm
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