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Journals and Conferences
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in… (More)
Let X be a random variable which for simplicity we shall assume to have discrete values x and which has a probability distribution depending in a known way on an unknown real parameter A, (1) p (xIX)… (More)
The strong consistency of least squares estimates in multiple regression models with independent errors is obtained under minimal assumptions on the design and weak moment conditions on the errors.
Let X(1),..., X(n) have an arbitrary common marginal distribution function F, and let M(n) = max(X(1),..., X(n)). It is shown that EM(n) </= m(n), where m(n) = a(n) + n[unk](an) (infinity)[1 -F(x)]dx… (More)
We consider the problem of sampling sequentially from two or more populations in such a way as to maximize the expected sum of outcomes in the long run.
When y = M(x) + epsilon, where M may be nonlinear, adaptive regression designs of the levels x(1), x(2),... at which y(1), y(2),... are observed lead to asymptotically efficient estimates of the… (More)
Methods are presented for the estimation of a treatment effect based on before- and after-treatment values, where for ethical reasons all and only those patients are treated whose before-treatment… (More)
A model for sequential clinical trials is discussed. Three proposed stopping rules are studied by the Monte Carlo method for small patient horizons and mathematically for large patient horizons. They… (More)