Sequential batch sampling

Let {Xi} be i.i.d.{Fθ}.We consider the testing problem H1θ<θ0 vs H2θ≥θ0, where sampling is done sequentially in batches with variable batch sizes.For some parametric families {Fθ}, and under natural cost struc-ture, we characterize the Bayes procedures. This characterization of Bayes procedures lead... View More