Oblique plans for a binomial process

R. Magiera; S. Trybuła

Mathematica Applicanda (1976)

  • Volume: 4, Issue: 6
  • ISSN: 1730-2668

Abstract

top
The following random walk (Xt, t=0,1,2,⋯) in the set T= {(x,y):x,y are nonnegative integers} is considered: X0=(0,0), Prob{Xt+1=(x+1,y)|Xt=(x,y)}==1-Prob{Xt+1=(x,y+1)|Xt=p(x,y)}, p∈(0,1) being unknown. For a given B⊂T, define the stopping variable τ=min{t>0:Xt∈B}. A sequential procedure of estimation of a parameter Q=g(p) by a function f(Xτ,τ) is said to be an oblique plan if B is of the form {(x,y):y=(x-k)/s}, where k and s are positive integers. Some properties of estimates in oblique plans are discussed. .

How to cite

top

R. Magiera, and S. Trybuła. "Oblique plans for a binomial process." Mathematica Applicanda 4.6 (1976): null. <http://eudml.org/doc/293014>.

@article{R1976,
abstract = {The following random walk (Xt, t=0,1,2,⋯) in the set T= \{(x,y):x,y are nonnegative integers\} is considered: X0=(0,0), Prob\{Xt+1=(x+1,y)|Xt=(x,y)\}==1-Prob\{Xt+1=(x,y+1)|Xt=p(x,y)\}, p∈(0,1) being unknown. For a given B⊂T, define the stopping variable τ=min\{t>0:Xt∈B\}. A sequential procedure of estimation of a parameter Q=g(p) by a function f(Xτ,τ) is said to be an oblique plan if B is of the form \{(x,y):y=(x-k)/s\}, where k and s are positive integers. Some properties of estimates in oblique plans are discussed. .},
author = {R. Magiera, S. Trybuła},
journal = {Mathematica Applicanda},
keywords = {},
language = {eng},
number = {6},
pages = {null},
title = {Oblique plans for a binomial process},
url = {http://eudml.org/doc/293014},
volume = {4},
year = {1976},
}

TY - JOUR
AU - R. Magiera
AU - S. Trybuła
TI - Oblique plans for a binomial process
JO - Mathematica Applicanda
PY - 1976
VL - 4
IS - 6
SP - null
AB - The following random walk (Xt, t=0,1,2,⋯) in the set T= {(x,y):x,y are nonnegative integers} is considered: X0=(0,0), Prob{Xt+1=(x+1,y)|Xt=(x,y)}==1-Prob{Xt+1=(x,y+1)|Xt=p(x,y)}, p∈(0,1) being unknown. For a given B⊂T, define the stopping variable τ=min{t>0:Xt∈B}. A sequential procedure of estimation of a parameter Q=g(p) by a function f(Xτ,τ) is said to be an oblique plan if B is of the form {(x,y):y=(x-k)/s}, where k and s are positive integers. Some properties of estimates in oblique plans are discussed. .
LA - eng
KW -
UR - http://eudml.org/doc/293014
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.