Sequential estimation procedures for end points of support in a non-regular distribution.
Sequential estimation procedures for end points of support in a non-regular distribution.
复制标题
非正则分布中支持终点的顺序估计程序。
DOI：
10.1080/03610920802422605
复制
发表时间：
2010
影响因子：
0.8
通讯作者：
K.
中科院分区：
文献类型：
--
作者：
Koike;K.
在这篇文章中，我们考虑的顺序估计的支持端点的基础上的极值时，底层分布有一个边界的支持。提出了一些序贯固定宽度置信区间。停止规则的范围的基础上，提出了基于它们的估计程序是渐近有效的。数值模拟的结果。此外，考虑了平方损失加抽样费用下的序贯点估计问题。
In this article, we consider sequential estimation of the end points of the support based on the extreme values when the underlying distribution has a bound support. Some sequential fixed-width confidence intervals are proposed. Stopping rules based on the range are proposed and the estimation procedures based on them are shown to be asymptotically efficient. The results of numerical simulations are presented. Moreover, the sequential point estimation problem is considered under squared loss plus cost of sampling.