Distributions of stopping times in some sequential estimation procedures

DOI10.1007/S00184-013-0456-6zbMATH Open1334.62147OpenAlexW1992312628WikidataQ59397317 ScholiaQ59397317MaRDI QIDQ457052FDOQ457052

Authors: Alicja Jokiel-Rokita, Ryszard Magiera 

Publication date: 26 September 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0456-6

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zbMATH Keywords

stopping timeoptimal stoppingboundary crossing probabilityBayes sequential estimationdistribution of a stopping time

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Second order approximations for sequential point and interval estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Distributions of Sequential and Two-Stage Stopping Times for Fixed-Width Confidence Intervals in Bernoulli Trials: Application in Reliability
• Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$
• Title not available (Why is that?)
• Asymptotic normality of the stopping time of some sequential procedures
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• Nonparametric inference
• The Bayes sequential estimation of a normal mean from delayed observations
• The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter
• Estimating a mean from delayed observations
• Distribution of the Stopping Time in Bayesian Sequential Sampling
• Estimation with Delayed Bservations for the Multinomial Distribution
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Further Remarks on Sequential Estimation: The Exponential Case

Cited In (12)

• The Bayes sequential estimation of a normal mean from delayed observations
• Limit Distributions of Stopping Times in Sequential Testing of Hypotheses
• On a class of stopping times for M-estimators
• Distribution of the Stopping Time in Bayesian Sequential Sampling
• Distributions of Sequential and Two-Stage Stopping Times for Fixed-Width Confidence Intervals in Bernoulli Trials: Application in Reliability
• A stochastic process arising in sequential experimentation
• Approximations to expected stopping times with applications to sequential estimation
• Title not available (Why is that?)
• Asymptotic results for stopping times based on u-statistics
• EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models
• Monitoring shifts in mean: asymptotic normality of stopping times
• Replicated piecewise stopping numbers and sequential analysis

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