The Annals of Statistics

Optimal Stopping Regions with Islands and Peninsulas

Donald A. Berry and PeCheng Wang

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Statist., Volume 10, Number 2 (1982), 634-636.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345806

Digital Object Identifier
doi:10.1214/aos/1176345806

Mathematical Reviews number (MathSciNet)
MR653540

Zentralblatt MATH identifier
0488.62060

JSTOR
links.jstor.org

Subjects
Primary: 60L15
Secondary: 62C10: Bayesian problems; characterization of Bayes procedures

Keywords
Dichotomous populations sequential sampling sampling with replacement stopping regions stopping island stopping peninsulas discrete uniform prior posterior probabilities maximum likelihood estimation

Citation

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


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