Sankhya: The Indian Journal of Statistics

1998, Volume 60, Series A, Pt. 3, pp. 446-458

DESIGNING OBSERVATION TIMES FOR INTERVAL CENSORED DATA

By

GIOVANNI PARMIGIANI, Duke University, Durham

SUMMARY. 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.

AMS (1991) subject classification. 62F15.

Key words and phrases. Survival data, Kullback-Leibler information criterion, Bayesian design of experiments, exponential distribution.

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