|
Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 479–489
(Mi tvp868)
|
|
|
|
Sequential desing of experiments performed in several measurment points
A. Pázman Institute of Measurement Theory, Czechoslovak Academy of Sciences
Abstract:
A function of unknown parameters being estimated from a number of experiments, the problem of optimal (in the sense of minimum variance estimators) design of the experiments is considered. Unlike the papers by Kiefer and Wolfowitz and others, some a priori information about these parameters is assumed to be available.
The problem of optimal distribution of measurment time among $n$ fixed experiments is studied. It is proved that there exists the unique solution. For large total measurment time the asymptotic solution is obtained in an explicit form.
Citation:
A. Pázman, “Sequential desing of experiments performed in several measurment points”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 479–489; Theory Probab. Appl., 13:3 (1968), 457–467
Linking options:
https://www.mathnet.ru/eng/tvp868 https://www.mathnet.ru/eng/tvp/v13/i3/p479
|
|