SEQUENTIAL ESTIMATION IN THE UNIFORM DENSITY
STANFORD UNIV CA DEPT OF STATISTICS
Pagination or Media Count:
A solution is given to the problem of sequentially estimating to within d 0 units of the true value the parameter theta of a uniform distribution on 0, theta. The solution is optimal in the sense that the expected number of observations is minimized. It is also minimax in that the maximum possible number of observations is minimized. Some tables are appended.
- Statistics and Probability