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Sufficiency in sequentially planned decision procedures

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Abstract

In this paper we generalize classical results about sufficiency in the sequential decision theory to sequentially planned decision procedures. We obtain the completeness of the class of decision rules based on the sufficient σ-fields family. The concept of sampling plan with respect to a non-isotonic family is introduced, and a complete class of rules is built.

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Authors and Affiliations

  1. Departmento de Estadística e Investigación Operativa I, Universidad Complutense de Madrid, 28040, Madrid, Spain

    M. Mar Fenoy & Pilar Ibarrola

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  1. M. Mar Fenoy
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  2. Pilar Ibarrola
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Correspondence to M. Mar Fenoy.

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Mar Fenoy, M., Ibarrola, P. Sufficiency in sequentially planned decision procedures. Test 12, 365–384 (2003). https://doi.org/10.1007/BF02595720

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  • DOI: https://doi.org/10.1007/BF02595720

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