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Finite Stopping in Sequential Sampling Without Recall from a Dirichlet Process

Ronald Christensen

The Annals of Statistics · 1986 · Volume 14 · Issue 1

DOI: 10.1214/aos/1176349855

Abstract

This paper shows that for sequential sampling without recall from a Dirichlet process, there exists a finite bound beyond which one will cease sampling with probability 1. The result is valid for Dirichlet processes defined on closed bounded intervals of the real line.

Keywords

62C10, 62L15, Dirichlet process, Optimal stopping, sampling without recall

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