Sequential allocation for an estimation problem with ethical costs

DOI10.1214/aos/1176347754zbMath0712.62074OpenAlexW2039720429MaRDI QIDQ749132

Janis P. Hardwick, Michael B. Woodroofe

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347754

zbMATH Keywords

invarianceasymptotic normalityloss functionsquared error lossmaximum likelihood estimatorposterior distributionsnormal populationsthree-stage procedureregretrisk functionasymptotic expression for integrated risksasymptotically second-order efficientmean differencequasi-Bayesian approachsampling costs

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical design (62L05) Sequential estimation (62L12)

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