ON A FAMILY OF PRIOR DISTRIBUTIONS FOR A CLASS OF BAYESIAN SEARCH MODELS

被引:1
|
作者
GLAZEBROOK, KD
机构
关键词
BAYES SEQUENTIAL DECISION RULE; GITTINS INDEX; OPTIMAL STOPPING; SEARCH MODELS;
D O I
10.2307/1427532
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a two-parameter family of conjugate prior distributions for the number of undiscovered objects in a class of Bayesian search models. The family contains the one-parameter Euler and Heine families as special cases. The two parameters may be interpreted respectively as an overall success rate and a rate of depletion of the source of objects. The new family gives enhanced flexibility in modelling.
引用
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页码:714 / 716
页数:3
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