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Coupling optional Pólya trees and the two sample problem
Coupling optional Pólya trees the two sample problem
2010/11/9
Testing and characterizing the difference between two data samples is of fundamen-tal interest in statistics. Existing methods such as Kolmogorov-Smirnov and Cramer-von-Mises tests do not scale well a...
Sequential Estimation of the Ratio of Scale Parameters in the Exponential Two-sample Problem
Doob's maximal inequality fully sequential procedure regret second order approximation Wald's lemma
2009/3/10
We consider a sequential point estimation of the ratio of two exponential scale parameters. For a fully sequential sampling scheme, second order approximations are obtained to the expected sample size...