OPTIMAL EXPERIMENTAL-DESIGN FOR ANOTHERS ANALYSIS
成果类型：
Article
署名作者：
ETZIONI, R; KADANE, JB
署名单位：
Carnegie Mellon University
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.2307/2291284
发表日期：
1993
页码：
1404-1411
关键词：
摘要：
We consider the optimal design of experiments in which estimation and design are performed by different parties. The parties are assumed to share similar goals, as reflected by a common loss function, but they may have different prior beliefs. After presenting a few motivating examples, we examine the problem of optimal sample size selection under a normal likelihood with constant cost per observation. We also consider the problem of optimal allocation for given overall sample sizes. We present results under both squared-error loss and a logarithmic utility, paying attention to the differences between one- and two-prior optimal designs. An asymmetric discrepancy measure features repeatedly in our development, and we question the extent of its role in optimal two-prior design.