Inference from a sequential design: proof of a conjecture by Ford and Silvey

William F. Rosenberger and Jacqueline M. Hughes-Oliver

Statistics & Probability Letters, 1999, vol. 44, issue 2, 177-180

Abstract: Ford and Silvey [(1980) A sequentially constructed design for estimations a nonlinear parametric function. Biometrika 67, 381-388] conjectured that the usual asymptotic confidence interval arising from a sequential design based on a nonlinear model has the same asymptotic properties as it would if it had arisen from a fixed design, and simulation results support this conjecture favorably. We give a simple martingale proof that their conjecture is true.

Keywords: Martingales; Nonlinear; regression; models; Sequential; design (search for similar items in EconPapers)
Date: 1999
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00006-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:44:y:1999:i:2:p:177-180

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().