Two-Stage Point Estimation Procedures in Bernoulli
碩士 === 輔仁大學 === 應用統計學研究所 === 87 === Let X1, X2,... be a sequence of independent and identically distributed (i.i.d.) Bernoulli trials with Pr(Xi=1)=p, Pr(Xi=0)=1-p. The loss function is modeled as the sum of the symmetrized relative squared error due to estimation and cost of...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22856969610902256865 |
| Summary: | 碩士 === 輔仁大學 === 應用統計學研究所 === 87 === Let X1, X2,... be a sequence of independent and identically distributed (i.i.d.) Bernoulli trials with Pr(Xi=1)=p, Pr(Xi=0)=1-p. The loss function is modeled as the sum of the
symmetrized relative squared error due to estimation and cost of observations. The optimal fixed sample size n* which
minimizes the expected loss cannot be obtained, we therefore apply a two-stage procedure to the problem and study its asymptotic properties of the risk and the expected sample size.
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