Results 1 to 10 of about 36 (34)
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 proposed and compared with the optimal.
Kamel Rekab
wiley +1 more source
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
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
Empirical likelihood ratio tests with power one. [PDF]
Vexler A, Zou L.
europepmc +1 more source
Group sequential crossover trial designs with strong control of the familywise error rate. [PDF]
Grayling MJ, Wason JMS, Mander AP.
europepmc +1 more source
Asymptotic properties of maximum likelihood estimators with sample size recalculation. [PDF]
Tarima S, Flournoy N.
europepmc +1 more source
Pattern-mixture-type Estimation and Testing of Neuroblastoma Treatment Regimes. [PDF]
Tang X, Wahed AS.
europepmc +1 more source
Flexibly Monitoring Group Sequential Survival Trials When Testing is Based Upon a Weighted Log-Rank Statistic. [PDF]
Brummel SS, Gillen DL.
europepmc +1 more source
Rollout designs for lump-sum data. [PDF]
Xu Q, Tian H, Sarkar A, Mei Y.
europepmc +1 more source

