About a fixed precision estimation of the parameter of uniform density
Fixed precision estimation of the maximal value of a bounded random variable
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...
Review: Poradnik Inżyniera - MATEMATYKA tom 2, rozdział 32
The article contains no abstract
Optimal stopping of a risk process
Optimal stopping time problems for a risk process where the number N(t) of losses up to time t is a general renewal process and the sequence of ’s represents successive losses are studied. N(t) and ’s are independent. Our goal is to maximize the expected return before the ruin time. The main results are closely related to those obtained by Boshuizen and Gouweleew [2].
Review: R. Zieliński, P. Neumann; Stochastic Methods for Seeking the Minimum of a Function
The article contains no abstract
Review: J. Bartoszewicz; Lectures on Mathematical Statistics
The article contains no abstract
Page 1