Fixed precision estimation of the maximal value of a bounded random variable

Andrzej Sierociński. "Fixed precision estimation of the maximal value of a bounded random variable." Mathematica Applicanda 14.27 (1986): null. <http://eudml.org/doc/293268>.

@article{AndrzejSierociński1986,
abstract = {The object of this paper is to survey the methods of fixed precision estimation of the maximal value of a bounded random variable. In particular the paper gives solutions to this problem for a class of distributions with unknown scale parameter (section 2) and for a class of distributions with certain features of symmetry (section 3). The sequential procedures solving both subproblems are not only asymptotically consistent and asympto-tically efficient in the sense of Chow and Robbins (like that presented in section 4), but they assure the exact consistency. Moreover, in section 5, the case of the uniform distribution and the problem of finding the optimal stopping rule in this case are discussed in detail.},
author = {Andrzej Sierociński},
journal = {Mathematica Applicanda},
keywords = {Sequential estimation; Optimal stopping},
language = {eng},
number = {27},
pages = {null},
title = {Fixed precision estimation of the maximal value of a bounded random variable},
url = {http://eudml.org/doc/293268},
volume = {14},
year = {1986},
}

TY - JOUR
AU - Andrzej Sierociński
TI - Fixed precision estimation of the maximal value of a bounded random variable
JO - Mathematica Applicanda
PY - 1986
VL - 14
IS - 27
SP - null
AB - The object of this paper is to survey the methods of fixed precision estimation of the maximal value of a bounded random variable. In particular the paper gives solutions to this problem for a class of distributions with unknown scale parameter (section 2) and for a class of distributions with certain features of symmetry (section 3). The sequential procedures solving both subproblems are not only asymptotically consistent and asympto-tically efficient in the sense of Chow and Robbins (like that presented in section 4), but they assure the exact consistency. Moreover, in section 5, the case of the uniform distribution and the problem of finding the optimal stopping rule in this case are discussed in detail.
LA - eng
KW - Sequential estimation; Optimal stopping
UR - http://eudml.org/doc/293268
ER -