Statistics – Methodology
Scientific paper
2012-02-23
Statistics
Methodology
10 pages, 0 figures
Scientific paper
We investigate the problem of estimating the product of means of independent populations from the one parameter exponential family in a Bayesian framework. We give a random design which allocates mi the number of observations from population Pi such that the Bayes risk associated with squared error loss and cost per unit observation is as small as possible. The design is shown to be asymptotically optimal.
Benkamra Zohra
Terbeche Mekki
Tlemcani Mounir
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