International Journal of Mathematics and Mathematical Sciences
Volume 18 (1995), Issue 1, Pages 147-150
doi:10.1155/S0161171295000196
Abstract
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 with squared error loss. Introducing independent conjugate priors, a
batch sequential procedure is proposed and compared with the optimal.