NUMERICAL-SOLUTIONS FOR BAYES SEQUENTIAL DECISION-PROBLEMS

被引:21
作者
CHERNOFF, H [1 ]
PETKAU, AJ [1 ]
机构
[1] UNIV BRITISH COLUMBIA,DEPT STAT,VANCOUVER V6T 1W5,BC,CANADA
来源
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1986年 / 7卷 / 01期
关键词
D O I
10.1137/0907003
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:46 / 59
页数:14
相关论文
共 19 条
  • [1] BATHER J, 1983, RECENT ADV STAT, P19
  • [2] BATHER JA, 1962, P CAMB PHILOS SOC, V58, P599
  • [3] SEQUENTIAL-TESTS FOR MEAN OF NORMAL-DISTRIBUTION 2 (LARGE T)
    BREAKWELL, J
    CHERNOFF, H
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01): : 162 - &
  • [4] OPTIMAL STOPPING PROBLEM FOR SUMS OF DICHOTOMOUS RANDOM-VARIABLES
    CHERNOFF, H
    PETKAU, AJ
    [J]. ANNALS OF PROBABILITY, 1976, 4 (06) : 875 - 889
  • [5] A BAYES SEQUENTIAL SAMPLING INSPECTION PLAN
    CHERNOFF, H
    RAY, SN
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (05): : 1387 - 1407
  • [6] CHERNOFF H, 1981, BIOMETRIKA, V68, P119, DOI 10.1093/biomet/68.1.119
  • [7] SEQUENTIAL TEST FOR THE MEAN OF A NORMAL DISTRIBUTION-III (SMALL T)
    CHERNOFF, H
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 28 - 68
  • [8] CHERNOFF H, 1983, 8326 U BRIT COL I AP
  • [9] CHERNOFF H, 1972, CBMS REGIONAL C SERI, V8
  • [10] CHERNOFF H, 1961, 4 BERK S MATH STAT P, V1, P79