Evaluation of asymptotic approximations for a two-stage Bernoulli bandit

DOI10.1016/j.jspi.2004.01.022zbMath1085.62093OpenAlexW2030136720MaRDI QIDQ1763440

Murray K. Clayton, A. John Petkau

Publication date: 22 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.022

zbMATH Keywords

Wiener processDynamic programmingDiscountingFree boundary problemSequential decisionsContinuous time model

Mathematics Subject Classification ID

Bayesian inference (62F15) Dynamic programming (90C39) Statistical decision theory (62C99) Sequential statistical design (62L05)

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• Sequential Test for the Mean of a Normal Distribution III (Small $t$)
• Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)

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