Sequential Experimental Design Procedures
序贯实验设计程序
A new sequential design decision rule is proposed for a statistical multiple decision problem with finite state space and with a finite set of available experiments. Conditions are established under which the proposed rule is asymptotically optimal as c, the cost of a single experiment, tends to zero. The rule is compared to those of Chernoff [6] and Box and Hill [5]. In numerical simulations of a type of drug screening experiment, the proposed procedure yielded estimated…