On sequential and fixed designs for estimation with comparisons and applications.

Mekki Terbeche; Broderick O. Oluyede; Ahmed Barbour

SORT (2005)

  • Volume: 29, Issue: 2, page 217-233
  • ISSN: 1696-2281

Abstract

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A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors are given. Finally, some numerical results are presented.

How to cite

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Terbeche, Mekki, Oluyede, Broderick O., and Barbour, Ahmed. "On sequential and fixed designs for estimation with comparisons and applications.." SORT 29.2 (2005): 217-233. <http://eudml.org/doc/40475>.

@article{Terbeche2005,
abstract = {A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors are given. Finally, some numerical results are presented.},
author = {Terbeche, Mekki, Oluyede, Broderick O., Barbour, Ahmed},
journal = {SORT},
keywords = {Estimación secuencial; Inferencia bayesiana; Distribución exponencial; estimation; loss function; prior distribution; sequential design},
language = {eng},
number = {2},
pages = {217-233},
title = {On sequential and fixed designs for estimation with comparisons and applications.},
url = {http://eudml.org/doc/40475},
volume = {29},
year = {2005},
}

TY - JOUR
AU - Terbeche, Mekki
AU - Oluyede, Broderick O.
AU - Barbour, Ahmed
TI - On sequential and fixed designs for estimation with comparisons and applications.
JO - SORT
PY - 2005
VL - 29
IS - 2
SP - 217
EP - 233
AB - A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors are given. Finally, some numerical results are presented.
LA - eng
KW - Estimación secuencial; Inferencia bayesiana; Distribución exponencial; estimation; loss function; prior distribution; sequential design
UR - http://eudml.org/doc/40475
ER -

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