Title

Two Stage Design for Estimation of Mean Difference in the Exponential Family

Document Type

Article

Publication Date

12-2005

Publication Title

Advances and Applications in Statistics

ISSN

0972-3617

Abstract

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.

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