A Bayesian approach to a problem in sequential estimation

DOI10.1214/aos/1176345196zbMath0454.62076OpenAlexW1985693955MaRDI QIDQ1149719

Shelley L. Rasmussen

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345196

zbMATH Keywords

asymptotic expansionsloss functionsmean of normal distributionnormal-gamma prior distributionoptimal continuation region

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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