Journal of Applied Mathematics and Stochastic Analysis
Volume 4 (1991), Issue 4, Pages 357-361

An asymptotic optimal design

Kamel Rekab

Florida Institute of Technology, Department of Applied Mathematics, 150 W. University Blvd., Melbourne 32901, Florida, USA

Received 1 December 1990; Revised 1 May 1991

Copyright © 1991 Kamel Rekab. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The problem of designing an experiment to estimate the product of the means of two normal populations is considered. A Bayesian approach is adopted in which the product of the means is estimated by its posterior mean. A fully sequential design is proposed and shown to be asymptotically optimal.