An asymptotic optimal design (Q809523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic optimal design |
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An asymptotic optimal design (English)
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1991
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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.
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product of means of two normal populations
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asymptotic optimal design
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Bayes risk
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martingales
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uniform integrability
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posterior mean
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