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Asymptotic optimality of sequential designs for estimation

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  • Kamel Rekab

Abstract

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.

Suggested Citation

  • Kamel Rekab, 1995. "Asymptotic optimality of sequential designs for estimation," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 18, pages 1-4, January.
    • Handle: RePEc:hin:jijmms:475485
    DOI: 10.1155/S0161171295000196
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