A direct approach to a Bayesian sequential test for a normal mean

A simple, direct approach is presented to approximate the optimal stopping rules associated with the Bayesian sequential test for a normal mean.

Year of publication:	1996
Authors:	Wan, Fanghuan ; Wu, Xizhi
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 1, p. 37-41
Publisher:	Elsevier
Keywords:	Bayesian sequential test Excessive function sequences Optimal stopping rules

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254694