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Abstract: This paper studies the optimal choice of observation times for duration data, presenting necessary conditions for the optimality of a sequence of observation times under two alternative criteria, and characterizing the form of the solution in special cases. A corollary of these results is a simple expression for the binary partition of a continuous random variable that is most informative for learning about an unknown parameter in its distribution. 1. Introduction Observing a random process... (Update)
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BibTeX entry: (Update)
@misc{ parmigiani-designing,
author = "Giovanni Parmigiani",
title = "Designing Observation Times For Interval Censored Data",
url = "citeseer.ist.psu.edu/parmigiani98designing.html" }
Citations (may not include all citations):44 a measure of the information provided by an experiment (context) - Lindley - 1956
27 Bayesian experimental design: A review - Chaloner, Verdinelli - 1995
12 Optimal Bayesian design applied to logistic regression exper.. (context) - Chaloner, Larntz - 1989
8 Advances in Bayesian experimental designs (context) - Verdinelli - 1992
8 The equivalence of constrained and weighted designs in multi.. - Clyde, Chaloner - 1996
5 Bayesian designs for maximizing information and outcome (context) - Verdinelli, Kadane - 1992
5 Bayesian design for random walk barriers (context) - Parmigiani, Polson - 1992
4 Optimum checking procedures (context) - Barlow, Hunter et al. - 1963
3 Scheduling inspections in reliability (context) - Parmigiani - 1993
3 Applications of Lindley information measure to the design of.. - Parmigiani, Berry - 1994
1 Optimal design in nonlinear multiresponse estimation: Poisso.. (context) - Hatzis, Larntz - 1992
1 Efficient monotone sequential design (context) - Louis - 1989
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