Fixed diameter confidence ellipsoid in time-sequential models
作者:
Girish Aras,
Joseph Gardiner,
期刊:
Sequential Analysis
(Taylor Available online 1995)
卷期:
Volume 14,
issue 1
页码: 29-39
ISSN:0747-4946
年代: 1995
DOI:10.1080/07474949508836318
出版商: Marcel Dekker, Inc.
关键词: censored data;likelihood process;counting process;score process;stopping times
数据来源: Taylor
摘要:
In the context of life testing, when the objective is to estimate a parameter of the survival function, we wish to find a region R in k-dimensional Euclidean space such that P(θ ε R) = α and the maximum diameter of R ≤ 2d . This goal cannot be achieved by utilizing the accumulated data from a sample up to a fixed time t . Hence we will consider time-sequential procedure where we will observe the process up to a stopping time γ(E γd) and then construct the region R with maximum diameter 2d which includes θ with probability approximately equal to α.
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