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On sequential estimation of a certain estimable function of the mean vector of a multivariate normal distribution
Published online by Cambridge University Press: 09 April 2009
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Consider a k-variable normal distribution Ν (μ,Σ where mgr; = (μ1,μ2, … μk)' and Σ is diagonal matrix of unknown elements >0,i = 1,2, … k. The problem of sequential estimation of = 1 αiμi is considered. The stopping rule is shown to have some interesting limiting properties when the σi's become infinite.
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- Copyright © Australian Mathematical Society 1973
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