Sequential allocation for an estimation problem with ethical costs
From MaRDI portal
Publication:749132
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
invarianceasymptotic normalityloss functionsquared error lossmaximum likelihood estimatorposterior distributionsnormal populationsthree-stage procedureregretrisk functionasymptotic expression for integrated risksasymptotically second-order efficientmean differencequasi-Bayesian approachsampling costs
Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical design (62L05) Sequential estimation (62L12)
Related Items
An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure, Optimal designs for experiments with a large number of factors, Bayesian estimation of the product of two proportions, An allocation scheme for estimating the reliability of a parallel-series system, Nearly second order three-stage design for estimating a product of several Bernoulli proportions, Bayesian sequential estimation of the reliability of a parallel-series system, Fixed width interval estimation for the reciprocal drift of Brownian motion, Two stage design for estimating the reliability of series/parallel systems, Sequential Design and Estimation in Heteroscedastic Nonparametric Regression, A Markov decision process for response-adaptive randomization in clinical trials
