Sequential Estimation in Bernoulli Trials
Sequential Estimation in Bernoulli Trials
复制标题
伯努利试验中的序贯估计
DOI：
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发表时间：
1977
期刊：
影响因子：
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通讯作者：
P. Cabilio
中科院分区：
文献类型：
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作者：
P. Cabilio
在n次试验中的成功次数，推导出一个启发式规则，并显示出对任何固定的0 0执行良好，这条规则执行差p接近0或1。为了克服这一困难，一个统一的前p的介绍，最佳贝叶斯过程是存在的，并有界的样本量。最优贝叶斯风险被示为c - 0时的-27rci，并且针对不同的c值沿着针对不同的p值的期望损失来计算。
number of successes in n trials, a heuristic rule is derived and shown to perform well for any fixed 0 0, this rule performs badly for p close to 0 or 1. To overcome this difficulty a uniform prior on p is introduced, and the optimal Bayes procedure is shown to exist and to have bounded sample size. The optimal Bayes risk is shown to be - 27rci as c - 0, and is computed for various values of c, along with the expected loss for various values of p.