An asymptotic optimal design.
Rekab, Kamel (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Rekab, Kamel (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Mekki Terbeche, Broderick O. Oluyede, Ahmed Barbour (2005)
SORT
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A fully sequential approach to the estimation of the difference of two population means for distributions belonging to the exponential family of distributions is adopted and compared with the best fixed design. Results on the lower bound for the Bayes risk due to estimation and expected costs are presented and shown to be of first order efficiency. Applications involving the Poisson and exponential distributions with gamma priors as well as the Bernouilli distribution with beta priors...
Alicja Jokiel-Rokita (2006)
Applicationes Mathematicae
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The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.
M. Krzyśko (1984)
Applicationes Mathematicae
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Aoshima, Makoto, Govindarajulu, Zakkula (2002)
International Journal of Mathematics and Mathematical Sciences
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Stanisław Trybuła
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1. IntroductionThough the theory of minimax estimation was originated about thirty five years ago (see [7], [8], [9], [23]), there are still many unsolved problems in this area. Several papers have been devoted to statistical games in which the set of a priori distributions of the parameter was suitably restricted ([2], [10], [13]). Recently, special attention was paid to the problem of admissibility ([24], [3], [11], [12]).This paper is devoted to the problem of determining minimax...
R. Magiera (1974)
Applicationes Mathematicae
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Govindarajulu, Z. (2000)
International Journal of Mathematics and Mathematical Sciences
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Govindarajulu, Z. (1995)
International Journal of Mathematics and Mathematical Sciences
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Elżbieta Ferenstein (1985)
Banach Center Publications
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Ryszard Magiera (1994)
Applicationes Mathematicae
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The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.
Agnieszka Stępień-Baran (2009)
Applicationes Mathematicae
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The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.
R. Magiera ([unknown])
Metrika
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N. Mukhopadhyay, T.N. Sriram ([unknown])
Metrika
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