ON THE BIAS OF MAXIMUM-LIKELIHOOD-ESTIMATION FOLLOWING A SEQUENTIAL TEST
ON THE BIAS OF MAXIMUM-LIKELIHOOD-ESTIMATION FOLLOWING A SEQUENTIAL TEST
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DOI：
10.1093/biomet/73.3.573
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发表时间：
1986-12-01
期刊：
影响因子：
2.7
通讯作者：
WHITEHEAD, J
中科院分区：
文献类型：
--
作者：
WHITEHEAD, J
最大似然估计在序贯程序结束时计算的偏差进行了研究。对于详细考虑的两个序贯设计，序贯概率比检验和三角检验，这种偏倚是明显的。描述了一种计算具有减小偏差的调整估计的方法，并提供了新估计的标准误差的近似值。给出了该方法的实施实例，并讨论了其相对于其他方法的优点和缺点。
The bias of maximum likelihood estimates calculated at the end of a sequential procedure is investigated. For the two sequential designs considered in detail, the sequential probability ratio test and the triangular test, this bias is appreciable. A method of calculating an adjusted estimate with reduced bias is described, and an approximation to the standard error of the new estimate is provided. Examples of the implementation of the method are given, and it''s advantages and disadvantages relative to alternative approaches are discussed.