An Adaptive Randomized Design with Application to Estimation
โ Scribed by Vincent F. Melfi, Connie Page and Margarida Geraldes
- Book ID
- 111851036
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- French
- Weight
- 638 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3316054
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๐ SIMILAR VOLUMES
The generalized P6lya urn model has been proposed as a class of adaptive allocation rules. Under a simple population model, maximum likelihood estimators can be derived. Previous work has shown them to be jointly asymptotically normal. We prove some additional results, including strong consistency
Snmmary--A sequential estimator is presented and demonstrated which successfully tracks the system state and model errors in the presence of significant and unpredictable system or environmental variations. This adaptive estimation concept is shown to lead to a new and attractive approach to paramet