On approximation of optimal stopping of bayesian sequential test for a normal mean

1995 ◽  
Vol 10 (1) ◽  
pp. 39-44
Author(s):  
Wan Fanghuan ◽  
Wu Xizhi
Keyword(s):  
Optimal Stopping ◽  
Sequential Test ◽  
Normal Mean ◽  
Bayesian Sequential Test

scholarly journals A Bayesian sequential test for the drift of a fractional Brownian motion

2020 ◽  
Vol 52 (4) ◽  
pp. 1308-1324
Author(s):  
Alexey Muravlev ◽  
Mikhail Zhitlukhin
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Optimal Stopping ◽  
Exit Time ◽  
Sequential Test ◽  
Standard Brownian Motion ◽  
Optimal Stopping Problem ◽  
First Exit Time ◽  
Bayesian Sequential Test ◽  
Drift Coefficient

AbstractWe consider a fractional Brownian motion with linear drift such that its unknown drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it is negative. We show that the problem of constructing the test reduces to an optimal stopping problem for a standard Brownian motion obtained by a transformation of the fractional Brownian motion. The solution is described as the first exit time from some set, and it is shown that its boundaries satisfy a certain integral equation, which is solved numerically.

When has estimation reached a steady state? The Bayesian sequential test

2004 ◽  
Vol 19 (1) ◽  
pp. 41-57 ◽  
Author(s):  
Miroslav Kárný ◽  
Jan Kracík ◽  
Ivan Nagy ◽  
Petr Nedoma
Keyword(s):  
Steady State ◽  
Sequential Test ◽  
Bayesian Sequential Test

Designing microwave effect experiment based on Bayesian sequential test method

2013 ◽  
Vol 25 (2) ◽  
pp. 411-414
Author(s):  
韩峰 Han Feng ◽  
陆希成 Lu Xicheng ◽  
刘钰 Liu Yu ◽  
杨志强 Yang Zhiqiang ◽  
王建国 Wang Jianguo
Keyword(s):  
Test Method ◽  
Sequential Test ◽  
Microwave Effect ◽  
Effect Experiment ◽  
Bayesian Sequential Test

Very Low Activated Factor VII and Reduced Factor VII Antigen in Familial Abetalipoproteinaemia

1998 ◽  
Vol 80 (08) ◽  
pp. 233-238 ◽  
Author(s):  
K. A. Mitropoulos ◽  
M. N. Nanjee ◽  
D. J. Howarth ◽  
J. C. Martin ◽  
M. P. Esnouf ◽  
...  
Keyword(s):  
Plasma Concentrations ◽  
Positive Association ◽  
Factor Ix ◽  
Factor Vii ◽  
Unesterified Fatty Acid ◽  
Factor Xii ◽  
Factor X ◽  
Factor Xi ◽  
Activated Factor Vii ◽  
Normal Mean

SummaryAbetalipoproteinaemia is a rare disorder of apolipoprotein B metabolism associated with extremely low plasma concentrations of triglyce-ride. To discover whether the general positive association between factor VII and triglyceride levels extends to this condition, 5 patients were compared with 18 controls. All patients had a triglyceride below 100 μmol/l. Plasma unesterified fatty acid concentration was normal. Although factor IX activity was only slightly reduced (mean 88% standard) and factor IX antigen was normal, mean activated factor VII in patients was strikingly reduced to 34% of that in controls, a level similar to that found in haemophilia B. The patients’ mean factor VII activity and factor VII antigen were also significantly reduced to 54% and 63% of those in controls, respectively. Mean factor XI activity and tissue factor pathway inhibitor activity were reduced in patients to 70% and 75% of control values respectively, while factor XII, factor XI antigen, factor X, prothrombin and protein C were normal.

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