Confidence interval with specified precision for the mean value in a sequence of Gaussian variables

Beniamin Gołdys. "Confidence interval with specified precision for the mean value in a sequence of Gaussian variables." Mathematica Applicanda 10.18 (1982): null. <http://eudml.org/doc/292662>.

@article{BeniaminGołdys1982,
abstract = {Consider the class C of real-valued stochastic processes of the form Xt=m+mt+ξt, with discrete t=1,2,⋯, such that mt→0 and the ξt are random variables with normal distributions N(0,σt), where σt→0. Required is a sequence of estimators m^t for the parameter m, determined by X1,⋯,Xt and a stopping rule τ, such that for every ε>0 and 0},
author = {Beniamin Gołdys},
journal = {Mathematica Applicanda},
keywords = {Optimal stopping,Tolerance and confidence regions,Non-Markovian processes: estimation},
language = {eng},
number = {18},
pages = {null},
title = {Confidence interval with specified precision for the mean value in a sequence of Gaussian variables},
url = {http://eudml.org/doc/292662},
volume = {10},
year = {1982},
}

TY - JOUR
AU - Beniamin Gołdys
TI - Confidence interval with specified precision for the mean value in a sequence of Gaussian variables
JO - Mathematica Applicanda
PY - 1982
VL - 10
IS - 18
SP - null
AB - Consider the class C of real-valued stochastic processes of the form Xt=m+mt+ξt, with discrete t=1,2,⋯, such that mt→0 and the ξt are random variables with normal distributions N(0,σt), where σt→0. Required is a sequence of estimators m^t for the parameter m, determined by X1,⋯,Xt and a stopping rule τ, such that for every ε>0 and 0
LA - eng
KW - Optimal stopping,Tolerance and confidence regions,Non-Markovian processes: estimation
UR - http://eudml.org/doc/292662
ER -