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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108411


    Title: Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
    Authors: Hwang, Leng-cheng;Liu, Jeng-fu
    Keywords: Asymptotically Bayes;Bayes sequential estimation;Empirical Bayes;Optimal sequential procedure;Two-stage procedure
    Date: 2009-04-01
    Issue Date: 2016-11-25 02:10:35 (UTC+8)
    Abstract: The problem of sequential estimation of the mean with quadratic loss and fixed cost per observation is considered within the Bayesian framework. Instead of fully sequential sampling, a two-stage sampling technique is introduced to solve the problem. The proposed two-stage procedure is robust in the sense that it does not depend on the distribution of outcome variables and the prior. It is shown to be asymptotically not worse than the optimal fixed-sample-size procedures for the arbitrary distributions, and to be asymptotically Bayes for the distributions of one-parameter exponential family.
    Relation: Statistical Papers 50(3), pp. 623–631
    DOI: 10.1007/s00362-007-0092-1
    Appears in Collections:[數學學系暨研究所] 期刊論文

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