Results 1 to 10 of about 36 (34)

Asymptotic optimality of sequential designs for estimation

open access: yesInternational Journal of Mathematics and Mathematical Sciences, Volume 18, Issue 1, Page 147-150, 1995., 1995
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.
Kamel Rekab
wiley   +1 more source

An asymptotic optimal design

open access: yesInternational Journal of Stochastic Analysis, Volume 4, Issue 4, Page 357-361, 1991., 1991
The problem of designing an experiment to estimate the product of the means of two normal populations is considered. A Bayesian approach is adopted in which the product of the means is estimated by its posterior mean. A fully sequential design is proposed and shown to be asymptotically optimal.
Kamel Rekab
wiley   +1 more source

Asymptotic optimality of experimental designs in estimating a product of means

open access: yesInternational Journal of Stochastic Analysis, Volume 3, Issue 1, Page 15-25, 1990., 1989
In nonlinear estimation problems with linear models, one difficulty in obtaining optimal designs is their dependence on the true value of the unknown parameters. A Bayesian approach is adopted with the assumption the means are independent apriori and have conjuguate prior distributions.
Kamel Rekab
wiley   +1 more source

Rollout designs for lump-sum data. [PDF]

open access: yesJ Appl Stat
Xu Q, Tian H, Sarkar A, Mei Y.
europepmc   +1 more source

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