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 pro...

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Bibliographic Details
Main Author:	Kamel Rekab
Format:	Article
Language:	English
Published:	Hindawi Limited 1995-01-01
Series:	International Journal of Mathematics and Mathematical Sciences
Subjects:	Bayes risk; exponential families; sequential designs; uniform integrability.
Online Access:	http://dx.doi.org/10.1155/S0161171295000196

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spelling	doaj-9b775b25e5d3486c8bc181c16a604d152020-11-24T23:50:21ZengHindawi LimitedInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251995-01-0118114715010.1155/S0161171295000196Asymptotic optimality of sequential designs for estimationKamel Rekab0Dpartment of Applied Mathematics, Florida Institue of Technology, Melbourne 32901, FL, USAThis 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.http://dx.doi.org/10.1155/S0161171295000196Bayes risk; exponential families; sequential designs; uniform integrability.
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Kamel Rekab
spellingShingle	Kamel Rekab Asymptotic optimality of sequential designs for estimation International Journal of Mathematics and Mathematical Sciences Bayes risk; exponential families; sequential designs; uniform integrability.
author_facet	Kamel Rekab
author_sort	Kamel Rekab
title	Asymptotic optimality of sequential designs for estimation
title_short	Asymptotic optimality of sequential designs for estimation
title_full	Asymptotic optimality of sequential designs for estimation
title_fullStr	Asymptotic optimality of sequential designs for estimation
title_full_unstemmed	Asymptotic optimality of sequential designs for estimation
title_sort	asymptotic optimality of sequential designs for estimation
publisher	Hindawi Limited
series	International Journal of Mathematics and Mathematical Sciences
issn	0161-1712 1687-0425
publishDate	1995-01-01
description	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.
topic	Bayes risk; exponential families; sequential designs; uniform integrability.
url	http://dx.doi.org/10.1155/S0161171295000196
work_keys_str_mv	AT kamelrekab asymptoticoptimalityofsequentialdesignsforestimation
_version_	1725478963830063104

Asymptotic optimality of sequential designs for estimation

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