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Upper confidence limit for the uniform distribution parameter

✍ Scribed by T. A. Surnina; V. G. Tseitlin


Publisher
Springer US
Year
1986
Tongue
English
Weight
124 KB
Volume
29
Category
Article
ISSN
0543-1972

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A uniform limit theorem for predictive d
✍ Patrizia Berti; Pietro Rigo πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 121 KB

Let {Fn} be a ΓΏltration, {Xn} an adapted sequence of real random variables, and { n} a predictable sequence of non-negative random variables with 1 ΒΏ 0. Set ΓΏn = n i=1 i and deΓΏne the random distribution functions Fn(t) = (1=ΓΏn) n i=1 i I {X i 6t} and Bn(t) = (1=ΓΏn) n i=1 i P(Xi 6 t|Fi-1). Under mil