Asymptotic optimality of regular sequence designs
نویسندگان
چکیده
منابع مشابه
Asymptotic Optimality of Regular Sequence Designs
We study linear estimators for the weighted integral of a stochastic process. The process may only be observed on a nite sampling design. The error is deened in mean square sense, and the process is assumed to satisfy Sacks-Ylvisaker regularity conditions of order r 2 N 0. We show that sampling at the quantiles of a particular density already yields asymptotically optimal estimators. Hereby we ...
متن کاملAsymptotic Optimality of Sequential Designs for Estimation Kamel
This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means wth squared error loss. Introducing independent conjugate priors, a batch sequential procedure is proposed and compared wth the opnmal.
متن کاملOptimality Aspects of Designs
1. Introduction Careful experimentation is an essential part of any problem of decision-making. An experiment is a device or means of getting an answer to the problem under consideration. In any sphere of scientific research, the general procedure that the experimenter has to adopt is to formulate the hypothesis according to the problem whose answer is to be sought for and then to verify the fo...
متن کاملAsymptotic Optimality of Balanced Routing
Consider a system with K parallel single-servers, each with its own waiting room. Upon arrival, a job is to be routed to the queue of one of the servers. Finding routing policy that minimizes the total workload in the system is a known difficult problem in general. Even if the optimal policy is identified, the policy would require the full queue length information at the arrival of each job; fo...
متن کاملHalf-regular symmetric designs
This paper is of an investigation of symmetric 2 (v, k,'x) designs such that the point set and the block set can each be halved to give a tactical decomposition. We assume that there is a group of automorphisms of the design of order v /2 which has two orbits of points, each of length v /2. Only the identity fixes a point, and we say that such a group acts half-regularly on the design. The desi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1996
ISSN: 0090-5364
DOI: 10.1214/aos/1069362311