[图书][B] Exponential distribution: theory, methods and applications

K Balakrishnan - 2019 - books.google.com
The exponential distribution is one of the most significant and widely used distribution in
statistical practice. It possesses several important statistical properties, and yet exhibits great …

Second order approximations for sequential point and interval estimation

M Woodroofe - The Annals of Statistics, 1977 - JSTOR
Several stopping times which arise from problems of sequential estimation may be written in
the form where Sn, n≥ 1, are the partial sums of iid positive random variables, is a …

[图书][B] Sequential methods and their applications

N Mukhopadhyay, BM De Silva - 2008 - taylorfrancis.com
Interactively Run Simulations and Experiment with Real or Simulated Data to Make
Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this …

Asymptotic theory of triple sampling for sequential estimation of a mean

P Hall - The Annals of Statistics, 1981 - projecteuclid.org
We describe the asymptotic theory of triple sampling as it pertains to the estimation of a
mean. We obtain limit theorems for the case of the normal distribution. Our results show that …

Sequential point estimation of the mean when the distribution is unspecified

M Ghosh, N Mukhopadhyay - Communications in Statistics-Theory …, 1979 - Taylor & Francis
Two problems have been discussed in this paper. First, for independent and identically
distributed random variables with unknown mean and unknown variance, a sequential …

[图书][B] Sample path analysis and distributions of boundary crossing times

S Zacks - 2017 - Springer
The material presented in this manuscript was developed for different applications and
published in many papers which are listed among the references. My colleagues …

Sequential estimation problems for negative exponential populations

N Mukhopadhyay - Communications in Statistics-Theory and …, 1988 - Taylor & Francis
The literature on sequential estimation problems for negative exponential populations has
been reviewed here, We attempt to bring in all the published and unpublished materials …

On the bias, risk and consistency of sample means in multi-armed bandits

J Shin, A Ramdas, A Rinaldo - arXiv preprint arXiv:1902.00746, 2019 - arxiv.org
The sample mean is among the most well studied estimators in statistics, having many
desirable properties such as unbiasedness and consistency. However, when analyzing data …

Second order approximation to the risk of a sequential procedure

AT Martinsek - The Annals of Statistics, 1983 - projecteuclid.org
Given $ X_1, X_2,\cdots $, iid with mean $\mu $ and variance $\sigma^ 2$, suppose that at
stage $ n $ one wishes to estimate $\mu $ by the sample mean $\bar {X} _n $, subject to the …

Two-stage and multi-stage estimation

N Mukhopadhyay - Exponential Distribution, 2019 - taylorfrancis.com
In this chapter, the authors find extensive coverage of various types of estimation problems.
Recently, Mukhopadhyay and Sen suggested implementing the larger experiment via …