Stopping rules and the likelihood function

DOI10.1016/S0378-3758(96)00096-1zbMath0880.62006OpenAlexW2058110309MaRDI QIDQ1361744

James K. Lindsey

Publication date: 5 February 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00096-1

zbMATH Keywords

exponential familystopping ruleBayesian inferencelikelihood functionsufficient statisticfrequentist inferencesequential methodssample designdirect likelihood inferenceperformance experiment

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Optimal stopping in statistics (62L15)

Related Items (3)

On the foundations of likelihood principle ⋮ BIAS CALCULATIONS FOR ADAPTIVE URN DESIGNS ⋮ Discussion on “Second-Guessing Clinical Trial Designs” by Jonathan J. Shuster and Myron N. Chang

Cites Work

• A family of repeated measurements models
• Fitting and comparing probability distributions with log linear models
• NUMERICAL STUDIES IN THE SEQUENTIAL ESTIMATION OF A BINOMIAL PARAMETER
• On the Foundations of Statistical Inference
• Self-Calibrating Priors Do Not Exist
• Conditional Probability
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• The Well-Calibrated Bayesian
• Inference and missing data
• Likelihood and Bayesian Inference from Selectively Reported Data
• Fitting Parametric Counting Processes by Using Log-Linear Models
• Sequential Trials, Sequential Analysis and the Likelihood Principle
• More on Concepts of Statistical Evidence
• Bounds for the Frequency of Misleading Bayes Inferences
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