منابع مشابه
Initial compound selection for sequential screening.
Initial leads for drug development often originate from high-throughput screening (HTS), where hundreds of thousands of compounds are tested for biological activity. As the number of both targets for screening and compounds available for screening increase, there is a need to consider methods for making this process more efficient. One approach is to screen sequentially, whereby a relatively sm...
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Sequential Mand L-estimators of location minimizing the risk asymptotically as the cost of one observation tends to 0 are constructed. Their asymptotic risk efficiencies are shown to coincide with the asymptotic efficiencies of the respective non-sequential estimators; this enables to construct the asymptotically minimax sequential Mand L-estimators in the model of contaminacy. The asymptotic d...
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summary While all nonsequential unbiased estimators of the normal mean have variances which must obey the Cramer-Rao inequality, it is shown that some sequential unbiased estimators do not.
متن کاملThe generalized sequential compound options pricing and sensitivity analysis
This paper proposes a generalized pricing formula and sensitivity analysis for sequential compound options (SCOs). Most compound options described in literatures, initiating by Geske [Geske, R., 1977. The Valuation of Corporate Liabilities as Compound Options. Journal of Finance and Quantitative Analysis, 12, 541–552; Geske, R., 1979. The Valuation of Compound Options. Journal of Financial Econ...
متن کاملSequential Testing of Simple Hypotheses about Compound Poisson Processes
One of two simple hypotheses is correct about the unknown arrival rate and jump distribution of a compound Poisson process. We start observing the process, and the problem is to decide on the correct hypothesis as soon as possible and with the smallest probability of wrong decision. We find a Bayes-optimal sequential decision rule and describe completely how to calculate its parameters without ...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1965
ISSN: 0003-4851
DOI: 10.1214/aoms/1177700060