An asymptotic optimal design. (1991)

• Record Type: Journal Article
• Authors: Rekab, Kamel
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 4:Number 4(1991)
• Page Start: 357
• Page End: 361
• Publication Date: 1991
• Subjects: Bayes risk -- martingales -- uniform integrability; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953391000266
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : 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.