SEQUENTIAL POINT ESTIMATION OF THE MEAN WHEN THE DISTRIBUTION IS UNSPECIFIED

被引：52

作者：

GHOSH, M

MUKHOPADHYAY, N

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

[2] UNIV MISSOURI,COLUMBIA,MO 65201

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 07期

关键词：

mean difference of two means sequential point estimation risk efficiency U-statistics asymptotic normality of stoping times;

D O I：

10.1080/03610927908827789

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Two problems have been discussed in this paper. First, for independent and identically distributed random variables with unknown mean and unknown variance, a sequential procedure is proposed for point estimation of the mean when the distribution is unspecified. Second, a sequential procedure is proposed for estimating the difference of the means of two populations when the variances are unknown (and not necessarily equal). The loss structure for both the problems is the cost of observations plus the squared error loss due to estimating the unknown mean or the difference of means. Without any assumption on the nature of the distribution functions other than the finiteness of the eighth moment, the two procedures are shown to be” asymptotically risk efficient” in the sense of Starr (Ann. Math. Statist. (1966), 37, 1173–1185). © 1979 Taylor & Francis Group, LLC. All rights reserved.

引用

页码：637 / 652

页数：16

共 14 条

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