Distributions of stopping times in some sequential estimation procedures
Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The re...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Jokiel-Rokita, Alicja [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2013 |
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| Schlagwörter: |
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| Anmerkung: |
© The Author(s) 2013 |
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| Übergeordnetes Werk: |
Enthalten in: Metrika - Springer Berlin Heidelberg, 1958, 77(2013), 5 vom: 17. Aug., Seite 617-634 |
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| Übergeordnetes Werk: |
volume:77 ; year:2013 ; number:5 ; day:17 ; month:08 ; pages:617-634 |
| Links: |
|---|
| DOI / URN: |
10.1007/s00184-013-0456-6 |
|---|
| Katalog-ID: |
OLC2061398324 |
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| 520 | |a Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. | ||
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| 650 | 4 | |a Boundary crossing probability | |
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10.1007/s00184-013-0456-6 doi (DE-627)OLC2061398324 (DE-He213)s00184-013-0456-6-p DE-627 ger DE-627 rakwb eng 510 VZ Jokiel-Rokita, Alicja verfasserin aut Distributions of stopping times in some sequential estimation procedures 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2013 Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. Stopping time Optimal stopping Bayes sequential estimation Distribution of a stopping time Boundary crossing probability Magiera, Ryszard aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 5 vom: 17. Aug., Seite 617-634 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:5 day:17 month:08 pages:617-634 https://doi.org/10.1007/s00184-013-0456-6 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 5 17 08 617-634 |
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10.1007/s00184-013-0456-6 doi (DE-627)OLC2061398324 (DE-He213)s00184-013-0456-6-p DE-627 ger DE-627 rakwb eng 510 VZ Jokiel-Rokita, Alicja verfasserin aut Distributions of stopping times in some sequential estimation procedures 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2013 Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. Stopping time Optimal stopping Bayes sequential estimation Distribution of a stopping time Boundary crossing probability Magiera, Ryszard aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 5 vom: 17. Aug., Seite 617-634 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:5 day:17 month:08 pages:617-634 https://doi.org/10.1007/s00184-013-0456-6 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 5 17 08 617-634 |
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10.1007/s00184-013-0456-6 doi (DE-627)OLC2061398324 (DE-He213)s00184-013-0456-6-p DE-627 ger DE-627 rakwb eng 510 VZ Jokiel-Rokita, Alicja verfasserin aut Distributions of stopping times in some sequential estimation procedures 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2013 Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. Stopping time Optimal stopping Bayes sequential estimation Distribution of a stopping time Boundary crossing probability Magiera, Ryszard aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 5 vom: 17. Aug., Seite 617-634 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:5 day:17 month:08 pages:617-634 https://doi.org/10.1007/s00184-013-0456-6 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 5 17 08 617-634 |
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10.1007/s00184-013-0456-6 doi (DE-627)OLC2061398324 (DE-He213)s00184-013-0456-6-p DE-627 ger DE-627 rakwb eng 510 VZ Jokiel-Rokita, Alicja verfasserin aut Distributions of stopping times in some sequential estimation procedures 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2013 Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. Stopping time Optimal stopping Bayes sequential estimation Distribution of a stopping time Boundary crossing probability Magiera, Ryszard aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 5 vom: 17. Aug., Seite 617-634 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:5 day:17 month:08 pages:617-634 https://doi.org/10.1007/s00184-013-0456-6 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 5 17 08 617-634 |
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10.1007/s00184-013-0456-6 doi (DE-627)OLC2061398324 (DE-He213)s00184-013-0456-6-p DE-627 ger DE-627 rakwb eng 510 VZ Jokiel-Rokita, Alicja verfasserin aut Distributions of stopping times in some sequential estimation procedures 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2013 Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. Stopping time Optimal stopping Bayes sequential estimation Distribution of a stopping time Boundary crossing probability Magiera, Ryszard aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 5 vom: 17. Aug., Seite 617-634 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:5 day:17 month:08 pages:617-634 https://doi.org/10.1007/s00184-013-0456-6 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 5 17 08 617-634 |
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Jokiel-Rokita, Alicja |
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distributions of stopping times in some sequential estimation procedures |
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Distributions of stopping times in some sequential estimation procedures |
| abstract |
Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. © The Author(s) 2013 |
| abstractGer |
Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. © The Author(s) 2013 |
| abstract_unstemmed |
Abstract A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average number of observations and the expected loss of sequential estimation procedures based on delayed observations. The use of the results is illustrated in a special model of normally distributed observations and the Weibull distributed lifetimes. The probabilistic characteristics are also derived for an adaptive sequential procedures and the behavior of the adaptive procedure is compared with the corresponding optimal sequential procedure. © The Author(s) 2013 |
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Distributions of stopping times in some sequential estimation procedures |
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