Optimal sequential estimation procedures of a function of a probability of success under LINEX loss

DOI10.1007/S00362-008-0137-0MaRDI QIDQ451433zbMATH OpenOpenAlexFDO

Authors Jerzy Baran, Ryszard Magiera

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-008-0137-0

zbMATH Keywords

sequential procedurestopping ruleBernoulli trialsasymptotic optimality of sequential proceduresLINEX loss functionprobability of success

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Bayesian sequential estimation
• ON A METHOD OF ESTIMATING FREQUENCIES
• Sequential Estimation of p with Squared Relative Error Loss
• Sequential estimation in Bernoulli trials
• Sequential estimation of functions of \(p\) for Bernoulli trials
• The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications
• Unbiased Sequential Estimation for Binomial Populations

Cited in

(5)

• scientific article; zbMATH DE number 3868451 (Why is no real title available?)
• Asymptotically optimum estimation of a probability in inverse binomial sampling under general loss functions
• Sequential point estimation of regression parameters in a linear model
• Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss
• Sequential estimation of functions of \(p\) for Bernoulli trials

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