JSM 2005 - Toronto

Abstract #303510

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 233
Type: Contributed
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #303510
Title: Sequential Identification in Multinomial Models
Author(s): Hokwon A. Cho*+
Companies: University of Nevada, Las Vegas
Address: 4505 Maryland Parkway Box 454020, Las Vegas, NV, 89154-4020, United States
Keywords: Statistical identification ; Multinomial models ; Inverse sampling ; Probability of correct identification ; Likelihood ratio
Abstract:

In this paper, we consider sequential methods of identification in multinomial models using inverse sampling. A stopping rule is devised that controls the probability of a correct identification P{CI} and satisfies a preassigned condition P* using likelihood ratio. Finally, numerical results are presented for illustration and some comparisons are made with other methods by performing Monte Carlo experiment.

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Revised March 2005