Allocation Proportional to Coefficients of Variation When Estimating the Product of Parameters
估计参数乘积时按变异系数比例分配样本
Consider the problem of allocating a fixed total number of observations or a fixed budget to several populations with the goal of minimizing the variance of the product of sample means, where this product of sample means estimates the product of population means. The main application of this problem is to reliability, where the population mean is the Bernoulli success probability that the respective system component will function and the product is the probability that a…