Sequential estimation of the minimum of a random variable (Q1063990)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the minimum of a random variable |
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Sequential estimation of the minimum of a random variable (English)
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1985
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The paper presents a sequential method of fixed-width asymptotically consistent estimation of the minimal value \(\mu\) of a random variable in the sense \(\mu =\inf \{x:F(x)>0\}\) where F is a distribution function of the considered variable. The theory of extremal order statistics is used.
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limit distributions
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domains of attraction
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fixed-width asymptotically consistent estimation
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minimal value
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extremal order statistics
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