Estimation following a Group Sequential Test for Distributions in the One-parameter Exponential Family
نویسندگان
چکیده
We consider unbiased estimation following a group sequential test for distributions in a one-parameter exponential family. We show that, for an estimable parameter function, there exists uniquely an unbiased estimator depending on the sufficient statistic and based on the truncation-adaptation criterion (Liu and Hall (1999)); moreover, this estimator is identical to one based on the Rao-Blackwell method. When completeness fails, we show that the uniformly minimum-variance unbiased estimator may not exist or might possess undesirable performance. A Phase-II clinical trial application with exponentially distributed responses is included.
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