Bayes sequential design procedures: theory and applications

Optimal sequential procedures with Bayes decision rules

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does not exceed some given bound. We characterize the form of optimal sequential stopping rules in this problem. In particular, we have a characterization of the...

Sequential Methods and Their Applications

I , . I on Bayes Sequential Design of Experiments

Bayes Sequential Testing

The problem of finding the Bayes sequential test of a population mean 8 ~ 8 0 versus 8 > 8 0 is a classical problem in sequential analysis. As one of the optimal stopping problems, it has been attacked by many researchers. One traditional approach is to approximate this discrete time problem by a related continuous time problem, and to use the power of analytic methods which this makes possible...

Sequential Analysis: Design Methods and Applications

Sequential tests have been used commonly in clinical trials to compare treatments. For sequential analysis of right-censored survival data with covariate adjustment, several different methods have been studied based on either Cox proportional hazards model or accelerated failure time model. Here we propose a test process based on linear transformation models for staggered entry data. The propos...