论文标题
顺序适应的成本和平均误差的下限
The Cost of Sequential Adaptation and the Lower Bound for Mean Squared Error
论文作者
论文摘要
信息性的临时适应导致随机样本量。随机样本量仅基于观察到的样本或可能性函数而成为足够的统计量和估计的组成部分,并不使用所有可用的统计证据。总渔民信息(FI)分解为设计FI和有条件的设计FI。临时适应性的FI未固定用于确定适应后估计中较低的平均平方误差。根据两阶段设计收集的简单正常样本,可以说明理论结果,并有可能提早停止。
Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available statistical evidence. The total Fisher Information (FI) is decomposed into the design FI and a conditional-on-design FI. The FI unspent by the interim adaptation is used to determine the lower mean squared error in post-adaptation estimation. Theoretical results are illustrated with simple normal samples collected according to a two-stage design with a possibility of early stopping.