Information inequalities for the minimax risk of sequential estimators (with applications)

• Autorzy: Lesław Gajek , B. Mizera-Florczak
• Języki publikacji: EN

Abstrakty

EN

Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables.

Słowa kluczowe

EN

odds ratio; information inequalities; censored data; minimax estimation; proportional hazard model

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1998-1999
• Tom: 25
• Numer: 1
• Strony: 85-100

Daty

wydano

1998

otrzymano

1997-04-01

Twórcy

autor

Lesław Gajek

• Institute of Mathematics Technical University of Łódź, ul. Żwirki 36, 90-924 Łódź, Poland

autor

B. Mizera-Florczak

• Institute of Mathematics Technical University of Łódź, ul. Żwirki 36, 90-924 Łódź, Poland

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