An asymptotic optimal design

DOI10.1155/S1048953391000266MaRDI QIDQ809523zbMATH OpenFDO

Authors K. Rekab

Publication date 1991

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46629

zbMATH Keywords

asymptotic optimal designBayes riskmartingalesposterior meanproduct of means of two normal populationsuniform integrability

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Review text

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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