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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 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, 13:3, 457–467

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