A Sequentially Constructed Design for Estimating a Nonlinear Parametric Function
研究了为简单非线性问题序贯构造的设计性质,证明其设计测度收敛于最优测度,且重复抽样推断可忽略序贯性。
Properties of a design constructed sequentially for a simple nonlinear problem are investigated both theoretically and by simulation. It is proved that the design measure corresponding to the sequential design converges to an optimal measure, even when the latter has singular information matrix. The empirical study suggests that in repeated-sampling inference we can effectively ignore the fact that the design is sequential.