An asymptotic optimal design (Q809523)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An asymptotic optimal design |
scientific article; zbMATH DE number 4213273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An asymptotic optimal design |
scientific article; zbMATH DE number 4213273 |
Statements
An asymptotic optimal design (English)
0 references
1991
0 references
Summary: 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.
0 references
product of means of two normal populations
0 references
asymptotic optimal design
0 references
Bayes risk
0 references
martingales
0 references
uniform integrability
0 references
posterior mean
0 references
0.9126611948013306
0 references
0.8245925903320312
0 references
0.8175092339515686
0 references
0.8054925203323364
0 references
