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Sequential Estimation of Expectations in the Presence of Trend 2
Author(s) -
Theodorescu Radu,
Wolff Hans
Publication year - 1981
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1981.tb00777.x
Subject(s) - mathematics , sequence (biology) , estimation , combinatorics , random variable , value (mathematics) , set (abstract data type) , statistics , discrete mathematics , computer science , economics , management , programming language , genetics , biology
Summary A sequence of independent random variables { Z n : n ≥ 1} with unknown probability distributions is considered and the problem of estimating their expectations { M n +1 : n ≥ 1} is examined. The estimation of M n +1 is based on a finite set { z k :1≤ k ≤ n }, each z k being an observed value of Z k , 1 ≤ k ≤ n , and also based on the assumption that { M n : n ≥ 1} follows an unknown trend of a specified form.