Two Stage Design for Estimation of Mean Difference in the Exponential Family
Advances and Applications in Statistics
A two stage procedure for estimating the difference of means of two independent populations from the one-parameter exponential family with quadratic loss and Bayes risk associated with costs c i of one observation from the population i=1,2, is investigated. The design is shown to be asymptotically optimal. Numerical comparisons are given and indicate that the proposed design performs much better than the best fixed design.
Oluyede, Broderick O., Mekki Terbeche.
"Two Stage Design for Estimation of Mean Difference in the Exponential Family."
Advances and Applications in Statistics, 5 (3): 325-339.