Open Access
Translator Disclaimer
September, 1990 Sequential Allocation for an Estimation Problem with Ethical Costs
Michael Woodroofe, Janis Hardwick
Ann. Statist. 18(3): 1358-1377 (September, 1990). DOI: 10.1214/aos/1176347754


The problem of designing an experiment to estimate the difference between the means of two normal populations with unit variances is considered, when the cost of drawing a sample from either population may depend on unknown parameters. A quasi-Bayesian approach is adopted in which the mean difference is estimated by its maximum likelihood estimator, but the design (allocation rule) is evaluated in Bayesian, decision-theoretic terms. A three-stage procedure is proposed and its risk evaluated, up to terms which are small compared to the cost of a single observation. This procedure is shown to be optimal to second order for squared error loss.


Download Citation

Michael Woodroofe. Janis Hardwick. "Sequential Allocation for an Estimation Problem with Ethical Costs." Ann. Statist. 18 (3) 1358 - 1377, September, 1990.


Published: September, 1990
First available in Project Euclid: 12 April 2007

zbMATH: 0712.62074
MathSciNet: MR1062713
Digital Object Identifier: 10.1214/aos/1176347754

Primary: 62L12

Rights: Copyright © 1990 Institute of Mathematical Statistics


Vol.18 • No. 3 • September, 1990
Back to Top