Journal of the Korean Statistical Society
- Volume 15 Issue 2
- /
- Pages.87-96
- /
- 1986
- /
- 1226-3192(pISSN)
- /
- 2005-2863(eISSN)
Efficient Sequential Estimation in a Compound Poisson Process
- Bai, Do-Sun (Department of Industrial Engineering, Korea Advanced Institute of Science and Technology, PO Box 150, Cheongryang, Seoul 131) ;
- Kim, Myung-Soo (Department of Industrial Engineering, Korea Advanced Institute of Science and Technology, PO Box 150, Cheongryang, Seoul 131) ;
- Jang, Joong-Soon (Department of Industrial Engineering, Korea Advanced Institute of Science and Technology, PO Box 150, Cheongryang, Seoul 131)
- Published : 1986.12.01
Abstract
Sequential estimation of parameters in a compound Poisson process whose jump sizes are one-parameter exponential class random variables is discussed. Cramer-Rao type information inequality is used as an efficiency cirterion. Unbiased estimators for certain parametric functions whose variance attain the lower bound are all characterized with the corresponding sampling plans.
Keywords