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.
Publié le : 1984-06-14
Classification:
Markov control theory,
random walks,
sequential analysis,
large sample theory,
62L05,
93E20
@article{1176346503,
author = {Keener, Robert},
title = {Second Order Efficiency in the Sequential Design of Experiments},
journal = {Ann. Statist.},
volume = {12},
number = {1},
year = {1984},
pages = { 510-532},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346503}
}
Keener, Robert. Second Order Efficiency in the Sequential Design of Experiments. Ann. Statist., Tome 12 (1984) no. 1, pp. 510-532. http://gdmltest.u-ga.fr/item/1176346503/