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Some Remarks on The Paper by Theodorescu and Wolff: “Sequential Estimation of Expectations in the Presence of Trend”
Author(s) -
Pakes Anthony G.
Publication year - 1982
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.1982.tb00810.x
Subject(s) - sequence (biology) , mathematics , random variable , random sequence , estimation , mathematical economics , calculus (dental) , statistics , mathematical analysis , distribution (mathematics) , economics , medicine , genetics , management , dentistry , biology
Summary Recently Theodoresu and Wolff have proposed a sequence of random variables for estimating a sequence of constants satisfying a certain recurrence equation. Their problem, which is similar to some arising in stochastic approximation theory, was solved by using techniques from this theory. The present paper shows that the theory of sums of independent random variables is a more natural tool for tackling this problem.