On stopping times of sequential estimations of the mean of a log-normal distribution
โ Scribed by Hisao Nagao
- Publisher
- Springer Japan
- Year
- 1980
- Tongue
- English
- Weight
- 286 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0020-3157
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๐ SIMILAR VOLUMES
The most commonly used estimator for a log-normal mean is the sample mean. In this paper, we show that this estimator can have a large mean square error, even for large samples. Then, we study three main alternative estimators: (i) a uniformly minimum variance unbiased (UMVU) estimator; (ii) a maxim
ILet .F : {F;!: II E 0) denote the class of natural exponential family of distributions having power variance function, (NEF-PVF). WC consider the problem of' sequentially estimating the mean /L of 15 E .P, based on i.i.d. observations from 6,. WC propose an appropriate scclucntial estimation proced