Sequential estimation of a linear combination of means
โ Scribed by Chikara Uno; Eiichi Isogai
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 97 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Sequential procedures are proposed to estimate the unknown mean vector of a multivariate linear process of the form \(\mathbf{X}_{t}-\boldsymbol{\mu}=\sum_{j=0}^{x} A_{j} \mathbf{Z}_{i-j}\), where the \(\mathbf{Z}_{i}\) are i.i.d. \((0, \Sigma)\) with unknown covariance matrix \(\Sigma\). The propos
In finite sampling it is widely believed that the probability sampling distribution is irrelevant for inference from a given sample. A super-population model in stratified sampling is investigated to show that the probability sampling distribution is relevant. It is proved that the traditional estim