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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.
English version:
Theory of Probability and its Applications, 1968, Volume 13, Issue 3, Pages 457–467
DOI: https://doi.org/10.1137/1113054
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by A.~P\'azman
\paper Sequential desing of experiments performed in several measurment points
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 3
\pages 479--489
\mathnet{http://mi.mathnet.ru/tvp868}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=250413}
\zmath{https://zbmath.org/?q=an:0176.48703|0162.21801}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 3
\pages 457--467
\crossref{https://doi.org/10.1137/1113054}
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