Sequential Estimation of p with Squared Relative Error Loss
نویسندگان
چکیده
منابع مشابه
sequential estimation in a subclass of exponential family under weighted squared error loss
in a subclass of the scale-parameter exponential family, we consider the sequential pointestimation of a function of the scale parameter under the loss function given as the sum of the weightedsquared error loss and a linear cost. for a fully sequential sampling scheme, second order expansions areobtained for the expected sample size as well as for the regret of the procedure. the former resear...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1975
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.72.1.191