Sample-size-optimal Bayesian schemes in sequential sampling

Abstract

3.2.2 Gain structure Ill 3.3 Some Technical Results 112 3.3.1 The posterior parameters of the distribution of the efficacy S. 112 3.3.2 The predictive distribution of the sample mean differ ence seen at time t-f 1 115 3.3.3 The gain functions for the hypotheses HQ and 116 3.3.4 The expected gain function of stopping at time t, conditional on and Tf 117 iv 3.3.5 Properties of hf{pi,T^), the gain function for choosing at time t 120 3.3.6 ^0'"o] ' the expected gain from sampling; r = 123 3.3.7 Properties of $~^('), the inverse of the gaussian distribution function 133 3.4 Theoretical Results 135 3.4.1 gtiPti'^t)i the gain function at time t minus the expected gain net of costs at time t+1 135 3.5 Formal Definition of the B-Procedures 139 3.5.1 The B2 and procedures 139