Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon (Department of Statistics, Duksung Women's University)
  • Published : 2005.08.31
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Abstract

Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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References

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