Sequential Minimax Estimation for the Rectangular Distribution with Unknown Range

Kiefer, J.

Kiefer, J.

Ann. Math. Statist., Tome 23 (1952) no. 4, p. 586-593 / Harvested from Project Euclid

Résumé

This paper is concerned with sequential minimax estimation of the parameter $\theta(0 < \theta < \infty)$ of the density function (3.1) when the observations are independently and identically distributed with this density, each observation costs the same amount $c > 0$, and the weight function is as given in Section 2. A procedure requiring a fixed sample size is shown to be a minimax solution for this problem.

Publié le : 1952-12-14
Classification:

@article{1177729337,
     author = {Kiefer, J.},
     title = {Sequential Minimax Estimation for the Rectangular Distribution with Unknown Range},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 586-593},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729337}
}

Kiefer, J. Sequential Minimax Estimation for the Rectangular Distribution with Unknown Range. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  586-593. http://gdmltest.u-ga.fr/item/1177729337/