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Biometrika 1980 67(2):381-388; doi:10.1093/biomet/67.2.381
© 1980 by Biometrika Trust
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A sequentially constructed design for estimating a nonlinear parametric function

I. FORD and S. D. SILVEY

Department of Statistics, University of Glasgow

Properties of a design constructed sequentially for a simple nonlinear problem are investigated both theoretically and by simulation. It is proved that the design measure corresponding to the sequential design converges to an optimal measure, even when the latter has singular information matrix. The empirical study suggests that in repeated-sampling inference we can effectively ignore the fact that the design is sequential.

Key Words: Asymptotic efficiency • Fisher and sample information • Nonlinear design • Optimal design • Sequential design • Simulation • Singular design


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