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Asymptotic Optimality Of Sequential Designs For Estimation, Kamel Rekab
Asymptotic Optimality Of Sequential Designs For Estimation, Kamel Rekab
Mathematics and System Engineering Faculty Publications
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. © 1995, Hindawi Publishing Corporation. All rights reserved.