A Bayes Sequential Selection of the Least Probale Event

  • Hwang, Hyung-Tae (Department of Computer Science and Statistics, Seoul National University) ;
  • Kim, Woo-Chul (Department of Computer Science and Statistics, Seoul National University)
  • 발행 : 1982.06.01

초록

A problem of selecting the least probable cell in a multinomial distribution is studied in a Bayesian framework. We consider two loss components the cost of sampling and the difference in cell probabilities between the selected and the least probable cells. A Bayes sequential selection rule is derived with respect to a Dirichlet prior, and it is compared with the best fixed sample size selection rule. The continuation sets with respect to the vague prior are tabulated for certain cases.

키워드

참고문헌

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