1988
DOI: 10.1007/bf02924517
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Bayesian sequential methods for choosing the best multinomial cell: some simulation results

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Cited by 2 publications
(3 citation statements)
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“…According to the Bayes theorem, after m observations resulting in x i in the i-th classes, the posterior density of p is given by a Dirichlet with parameters a 0 + m, a i + x i , where m is the total number of observations or the sample size, and x i is the number of observations in each of the i-th classes (Jones and Madhi, 1988).…”
Section: Stopping Criteria For the Bayesian Sequential Estimation Of ...mentioning
confidence: 99%
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“…According to the Bayes theorem, after m observations resulting in x i in the i-th classes, the posterior density of p is given by a Dirichlet with parameters a 0 + m, a i + x i , where m is the total number of observations or the sample size, and x i is the number of observations in each of the i-th classes (Jones and Madhi, 1988).…”
Section: Stopping Criteria For the Bayesian Sequential Estimation Of ...mentioning
confidence: 99%
“…The dynamic programming equations providing the partition for the stop and continuation points are given by (Jones, 1976;Jones and Madhi, 1988):…”
Section: And This Has the General Quadratic Form (P -D) T K(p -D)mentioning
confidence: 99%
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