Asymptotic optimality of sequential designs for estimation (Q1345790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic optimality of sequential designs for estimation |
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Asymptotic optimality of sequential designs for estimation (English)
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26 April 1995
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Summary: 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.
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uniform integrability
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Bayes risk
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exponential family
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linear combination of means
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squared error loss
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independent conjugate priors
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batch sequential procedure
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