Optimal sequential estimation procedures of a function of a probability of success under LINEX loss

DOI10.1007/s00362-008-0137-0zbMath1247.62209OpenAlexW2068314684MaRDI QIDQ451433

Ryszard Magiera, Jerzy Baran

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0137-0

zbMATH Keywords

LINEX loss functionstopping ruleBernoulli trialssequential procedureasymptotic optimality of sequential proceduresprobability of success

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential estimation in Bernoulli trials
• Bayesian sequential estimation
• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Unbiased Sequential Estimation for Binomial Populations
• Sequential Estimation of p with Squared Relative Error Loss
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications
• ON A METHOD OF ESTIMATING FREQUENCIES