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Sequential Estimation

  • Shelemyahu Zacks
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 2203)

Abstract

In this chapter we illustrate the use of the methodology of sample path analysis for deriving the exact distributions of sampling size (stopping times) in two-stage and sequential estimation of the parameters of distributions, with precision requirements, like fixed-width confidence intervals or bounded risk estimators. We show here two cases, the estimation of the scale parameter of an exponential distribution, and the estimation of the log-odds in Bernoulli trials. The following references are for other papers in which the same methods were used: De (2014); De and Mukhopadhyay (2015); Haner and Zacks (2013); Mahmoudi and Roughani (2015); Roughani and Mahmoudi (2015); Zacks and Khan (2011); Zacks (20092015).

References

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Shelemyahu Zacks
    • 1
  1. 1.Binghamton UniversityBinghamtonUSA

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