The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am33-3-3,
author = {Alicja Jokiel-Rokita},
title = {The Bayes sequential estimation of a normal mean from delayed observations},
journal = {Applicationes Mathematicae},
volume = {33},
year = {2006},
pages = {275-282},
zbl = {1105.62080},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am33-3-3}
}
Alicja Jokiel-Rokita. The Bayes sequential estimation of a normal mean from delayed observations. Applicationes Mathematicae, Tome 33 (2006) pp. 275-282. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am33-3-3/