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June, 1984 Second Order Efficiency in the Sequential Design of Experiments
Robert Keener
Ann. Statist. 12(2): 510-532 (June, 1984). DOI: 10.1214/aos/1176346503

Abstract

In the sequential design of experiments an experimenter performs experiments sequentially to make an eventual inference about the true state of nature. A Bayesian formulation of this problem is considered. The parameter space is assumed finite and there are a finite number of repeatable experiments. Sufficient conditions are given for a procedure to be second order efficient as the sampling costs approach zero. The asymptotic analysis of a related Markov control problem is also presented.

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Robert Keener. "Second Order Efficiency in the Sequential Design of Experiments." Ann. Statist. 12 (2) 510 - 532, June, 1984. https://doi.org/10.1214/aos/1176346503

Information

Published: June, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0558.62070
MathSciNet: MR740909
Digital Object Identifier: 10.1214/aos/1176346503

Subjects:
Primary: 62L05
Secondary: 93E20

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 2 • June, 1984
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