# Accession Number:

## AD1028383

# Title:

## Two Approximations to the Robbins Monro Process

# Descriptive Note:

## Conference Paper

# Corporate Author:

## UNIVERSITY OF CALIFORNIA Oakland United States

# Personal Author(s):

# Report Date:

## 1956-01-01

# Pagination or Media Count:

## 11.0

# Abstract:

The following process was introduced by Robbins and Monro 1. For each real number x let Yx be a random variable such that EYx Mx exists. We assume that M is Borel measurable, that the regression equation Mx a has a single root theta, which we wish to estimate, and that x - theta Mx - a 0 for all x does not equal theta. An initial value xi and a sequence asub n. of positive numbers are selected. The n 1 approximation to theta is defined inductively by the formula.

# Descriptors:

# Subject Categories:

- Statistics and Probability