The Annals of Statistics
- Ann. Statist.
- Volume 10, Number 2 (1982), 634-636.
Optimal Stopping Regions with Islands and Peninsulas
An urn contains a known number of balls, an unknown number $R$ of which are red. Sequential sampling with replacement is possible and cost is proportional to sample size. The objective is to estimate $R$ with 0-1 loss, given that a priori $R$ has a discrete uniform distribution. It is shown that optimal stopping regions may be disconnected and composed of islands and peninsulas.
Ann. Statist., Volume 10, Number 2 (1982), 634-636.
First available in Project Euclid: 12 April 2007
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Secondary: 62C10: Bayesian problems; characterization of Bayes procedures
Dichotomous populations sequential sampling sampling with replacement stopping regions stopping island stopping peninsulas discrete uniform prior posterior probabilities maximum likelihood estimation
Berry, Donald A.; Wang, PeCheng. Optimal Stopping Regions with Islands and Peninsulas. Ann. Statist. 10 (1982), no. 2, 634--636. doi:10.1214/aos/1176345806. https://projecteuclid.org/euclid.aos/1176345806