Confidence interval with specified precision for the mean value in a sequence of Gaussian variables

• Autorzy: Beniamin Gołdys
• Języki publikacji: EN

Abstrakty

EN

Consider the class C of real-valued stochastic processes of the form Xt=m+mt+ξt, with discrete t=1,2,⋯, such that mt→0 and the ξt are random variables with normal distributions N(0,σt), where σt→0. Required is a sequence of estimators m^t for the parameter m, determined by X1,⋯,Xt and a stopping rule τ, such that for every ε>0 and 0

PL

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Słowa kluczowe

EN

Optimal stopping,Tolerance and confidence regions,Non-Markovian processes: estimation

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1982
• Tom: 10
• Numer: 18

Daty

wydano

1982

online

2016-08-08

Twórcy

autor

Beniamin Gołdys

Identyfikatory

DOI

10.14708/ma.v10i18.1525