Optimal experimental design for another’s analysis

Ruth Etzioni, Joseph B. Kadane

Research output: Contribution to journalArticle

38 Scopus citations

Abstract

We consider the optimal design of experiments in which estimation and design are performed by different parties. The parties are assumed to share similar goals, as reflected by a common loss function, but they may have different prior beliefs. After presenting a few motivating examples, we examine the problem of optimal sample size selection under a normal likelihood with constant cost per observation. We also consider the problem of optimal allocation for given overall sample sizes. We present results under both squared-error loss and a logarithmic utility, paying attention to the differences between one- and two-prior optimal designs. An asymmetric discrepancy measure features repeatedly in our development, and we question the extent of its role in optimal two-prior design.

Original languageEnglish (US)
Pages (from-to)1404-1411
Number of pages8
JournalJournal of the American Statistical Association
Volume88
Issue number424
DOIs
StatePublished - Jan 1 1993
Externally publishedYes

Keywords

  • Adversarial design
  • Bayesian analysis
  • Conjugate prior
  • Optimal allocation
  • Posterior distribution
  • Predictive distribution

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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