An asymptotic optimal design
type: Item
instance of: scholarly article
title: An asymptotic optimal design
zbMATH Open document ID: 0733.62083
DOI: 10.1155/S1048953391000266
author: K. Rekab
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 1991-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/46629
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.
Mathematics Subject Classification ID: 62L05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 4213273
zbMATH Keywords: product of means of two normal populations
zbMATH Keywords: asymptotic optimal design
zbMATH Keywords: Bayes risk
zbMATH Keywords: martingales
zbMATH Keywords: uniform integrability
zbMATH Keywords: posterior mean
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4213273