Properties of efficient sequential plans for a birth and death process

Roman Różański

Mathematica Applicanda (1981)

  • Volume: 9, Issue: 17
  • ISSN: 1730-2668

Abstract

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A birth and death process with parameters θ=(λ,μ), λ>0, μ>0, is considered. The absolute continuity of measures generated by this process is proved. The Rao-Cramér inequality for the variance of the unbiased estimator of a function h(θ) is derived. Some properties of the estimator attaining the Rao-Cramér lower bound are asserted.

How to cite

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Roman Różański. "Properties of efficient sequential plans for a birth and death process." Mathematica Applicanda 9.17 (1981): null. <http://eudml.org/doc/292930>.

@article{RomanRóżański1981,
abstract = {A birth and death process with parameters θ=(λ,μ), λ>0, μ>0, is considered. The absolute continuity of measures generated by this process is proved. The Rao-Cramér inequality for the variance of the unbiased estimator of a function h(θ) is derived. Some properties of the estimator attaining the Rao-Cramér lower bound are asserted.},
author = {Roman Różański},
journal = {Mathematica Applicanda},
keywords = {Sequential estimation,Markov processes: estimation},
language = {eng},
number = {17},
pages = {null},
title = {Properties of efficient sequential plans for a birth and death process},
url = {http://eudml.org/doc/292930},
volume = {9},
year = {1981},
}

TY - JOUR
AU - Roman Różański
TI - Properties of efficient sequential plans for a birth and death process
JO - Mathematica Applicanda
PY - 1981
VL - 9
IS - 17
SP - null
AB - A birth and death process with parameters θ=(λ,μ), λ>0, μ>0, is considered. The absolute continuity of measures generated by this process is proved. The Rao-Cramér inequality for the variance of the unbiased estimator of a function h(θ) is derived. Some properties of the estimator attaining the Rao-Cramér lower bound are asserted.
LA - eng
KW - Sequential estimation,Markov processes: estimation
UR - http://eudml.org/doc/292930
ER -

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