摘要:

Analogous to the usual stopping time for fixed-width confidence interval estimation of a real-valued parameter θ(F), a stopping time for fixed-width confidence band estimation of, a statistical functional process RFis considered. Techniques for showing that the resulting sequential confidence region has the correct asymptotic coverage probability are illustrated in several examples. Sufficient conditions for asymptotic efficiency and normality of the stopping time are given. Some implications of using the stopping time in conjunction with a bootstrap confidence band procedure are investigated in the context of estimating a dstribution function.

ISSN:0747-4946    

DOI:10.1080/07474949208836254

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Exact reliability analysis for complex repairable systems are usually difficult because of the complicated failure process that can result from repair policy. A common approach in practice is to use a simplified process such as the Power Law process which, although not exact, yields useful practical results. In this paper we consider the problem of determining a stopping time when estimating parameters of a Power Law process. The Bayes method is used in order to obtain an optimal time.

ISSN:0747-4946    

DOI:10.1080/07474949208836255

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

We characterize the class of Bayes procedures for some multi-action sequential problems. The characterization is via monotinicity of the procedures.

ISSN:0747-4946    

DOI:10.1080/07474949208836256

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Consider the problem of estimating a change point in the drift of Brownian motion which is known to have occurred at some time during the time interval [0,1], Rather than observing the process, we use "adaptive (dynamic) sampling" which allows us to continuously select the time points at which increments of the motion may be observed. Our main results are that the steepest descent method will continuosly select the current Bayes estimator of the change point as the next time point to observe. The method results in a very convergence rate.

ISSN:0747-4946    

DOI:10.1080/07474949208836257

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Let θ + X1, θ + X2... be a random sample and Xi's have a common distribution function F, where F has an absolutely continuous densityfthat is symmetric about origin. For a given confidence coefficient, a fully sequential procedure is proposed for constructing a fixed-width confidence interval for the location parameter θ. The result is based on Stone's (1975) adaptive maximum likelihood estimator. under mild conditions the procedure is shown to be asymptotically consistent and fully efficient.

ISSN:0747-4946    

DOI:10.1080/07474949208836258

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Let X1,X2,... be i.i.d. real observations from a one-parameter exponential family with unknown mean θ. Using triple sampling, we construct a confidence interval which satisfieswhere Q(.) and γ are given. The result of this paper can be applied to the case of a location family.

ISSN:0747-4946    

DOI:10.1080/07474949208836259

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

The paper proves the admissibility of a general class of sequential confidence intervals for the normal mean with unknown variance. Included in our general framework is the two-stage procedure of Stein (1945), the three-stage procedure of Hall (1981), and the sequentialprocedure of An scorn be (1953), and Chow and Robbins (1965)

ISSN:0747-4946    

DOI:10.1080/07474949208836260

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949208836253

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor