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題 名 | Corrected Confidence Sets for Sequentially Designed Experiments |
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作 者 | Woodroofe,Michael; Coad,D. Stephen; | 書刊名 | Statistica Sinica |
卷 期 | 7:1 1997.01[民86.01] |
頁 次 | 頁53-74 |
分類號 | 319.28 |
關鍵詞 | Asymptotic expansions; Average confidence levels; Contrasts; Martingale convergence theorem; Posterior distributions; Sequential allocation; Stein's identity; |
語 文 | 英文(English) |
英文摘要 | Consider a linear model, y[8e52] = x' [8e52]θ + e[8e52], k =1, 2, …, in which the current design variable x[8e52] may be a function of the previous responses y₁, …, y□ and auxiliary randomization. Here the x's and θ are p-dimensional, denotes transpose, and the errors e[8e52] are taken to be i.i.d standard normal variables. The goal is to construct confidence sets for θ which are asymptotically valid to a high order. This is accomplished by obtaining very weak asymptotic expansions for the distributions of an appropriate pivotal quantity. The accuracy of the approximation is assessed by simulation experiments for two sequential tests proposed by Siegmund (1980, 1993). |
本系統中英文摘要資訊取自各篇刊載內容。