ASYMPTOTIC OPTIMALITY OF SEQUENTIAL DESIGNS FOR ESTIMATION

ASYMPTOTIC OPTIMALITY OF SEQUENTIAL DESIGNS FOR ESTIMATION

This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means with squared error loss. Introducing independent conjugate priors, a batch sequential procedure is pro...

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Veröffentlicht in:International Journal of Mathematics and Mathematical Sciences 1995, Vol.1995 (1), p.147-150
1. Verfasser: Rekab, Kamel
Format: Artikel
Sprache:eng
Schlagworte:
Bayes risk
exponential families
sequential designs
uniform integrability
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Beschreibung
Zusammenfassung:This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means with squared error loss. Introducing independent conjugate priors, a batch sequential procedure is proposed and compared with the optimal.
ISSN:0161-1712
1687-0425
DOI:10.1155/S0161171295000196