On approximation of optimal stopping of Bayesian sequential test for a normal mean

DOI10.1007/BF02663892zbMath0818.62068MaRDI QIDQ1891678

Fanghuan Wan, Xi-Zhi Wu

Publication date: 21 August 1995

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

supermartingalesapproximate optimal stopping setsnormal population meansoptimal Bayes sequential strategy

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• On Bayes' test for the population mean of bounded observations
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