Design and estimation for small sample sensitivity testing

Barry A. Bodt and Henry B. Tingey

Naval Research Logistics (NRL), 1990, vol. 37, issue 6, 875-892

Abstract: In sensitivity testing for the Department of Defense, the high cost of experimental units necessitates the use of small sample sizes and accentuates the importance of design. This article compares five data collection‐estimation procedures. Four of these are modifications of the Robbins‐Monro method, and the other is the Langlie. The simulation study is designed as a factorial experiment with response function, sample size, initial design point, gate width, and noise as factors. The estimated V50 and its MSE are the responses compared to assess the small sample behavior of each method. Although there is no single clear‐cut winner, the Delayed Robbins‐Monro (DRM) with maximum likelihood estimation and the Estimated Quantal Response Curve (Wu [21]) are shown to perform well over a broad variety of conditions.

Date: 1990
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https://doi.org/10.1002/1520-6750(199012)37:63.0.CO;2-I

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:37:y:1990:i:6:p:875-892

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