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Mathematical Sciences: Stopping and Allocation

Mathematical Sciences: Stopping and Allocation
数学科学:停止和分配
批准号:
8902188
负责人:
Michael Woodroofe
金额:
$26.25万
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
1989
资助国家:
美国
项目状态:
已结题
起止时间:
1989-07-01 至 1992-12-31

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中文摘要
翻译
通过使用最优停止规则(用于决定是否进行进一步的观察)或最优顺序分配规则(用于将更多的受试者分配到治疗),可以降低实验的预期成本。对所得估计量的抽样分布的困难分析将使用更新理论和由于渐近展开而产生的近似。这些展开式也产生对后验分布的近似,并用于逼近最优贝叶斯设计。序贯估计方法将被应用于校准问题以及非参数固定宽度的可信区间。
英文摘要
The expected cost of an experiment can be reduced through the use of an optimal stopping rule (for deciding whether or not to make further observations) or an optimal sequential allocation rule (for assignment of further subjects to treatments). The difficult analysis of the sampling distribution of the resulting estimators will be attacked using renewal theory and approximations due to asymptotic expansions. These expansions also yield approximations to posterior distributions and are of use in approximating optimal Bayesian designs. Sequential methods of estimation will be applied to the calibration problem as well as nonparametric fixed width confidence intervals.
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会议论文
Inference for Restricted Parameters
Limit Theorems and Statistical Inference for Ergodic Processes
Biased Sampling and Confidence
Mathematical Sciences: Biased Sampling, Bump Hunting and Confidence
国内基金
海外基金
Handbook of the Mathematics of the Arts and Sciences的中文翻译
  • 批准号:
    12226504
  • 项目类别:
    数学天元基金项目
  • 资助金额:
    20.0万元
  • 批准年份:
    2022
  • 负责人:
    黄朝凌
  • 依托单位:
SCIENCE CHINA: Earth Sciences
Journal of Environmental Sciences
SCIENCE CHINA Information Sciences