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Sequential Estimation of p with Squared Relative Error Loss
We consider the sequential estimation of p, the probability of success in an infinite sequence of Bernoulli trials, when the loss incurred in stopping after n trials and estimating p by some function δ(n) of the first n outcomes is taken to be [Formula: see text] The loss due to error of estimation...
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| Publicado no: | Proc Natl Acad Sci U S A |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
1975
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC432268/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16592210/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.72.1.191 |
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