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

100%

Gajek L., Mizera-Florczak B.

Applicationes Mathematicae

1998-1999

tom 25

nr 1

85-100

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.

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1 Applicationes Mathematicae

1 Gajek L.

1 Mizera-Florczak B.

1 1998

Wyniki wyszukiwania

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