ArticleOriginal scientific text
Title
Information inequalities for the minimax risk of sequential estimators (with applications)
Authors 1, 1
Affiliations
- Institute of Mathematics Technical University of Łódź, ul. Żwirki 36, 90-924 Łódź, Poland
Abstract
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.
Keywords
odds ratio, information inequalities, censored data, minimax estimation, proportional hazard model
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Pages:
85-100
Main language of publication
English
Received
1997-04-01
Published
1998
Exact and natural sciences