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Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions
Cita
Mendo Tomás, Luis 
ORCID: https://orcid.org/0000-0001-5691-714X
(2012).
Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions.
"Journal of Statistical Planning and Inference"
;
ISSN 0378-3758.
https://doi.org/10.1016/j.jspi.2012.03.026.
ORCID: https://orcid.org/0000-0001-5691-714X
(2012).
Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions.
"Journal of Statistical Planning and Inference"
;
ISSN 0378-3758.
https://doi.org/10.1016/j.jspi.2012.03.026.
Descripción
| Título: | Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions |
|---|---|
| Autor/es: |
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| Tipo de Documento: | Artículo |
| Título de Revista/Publicación: | Journal of Statistical Planning and Inference |
| Fecha: | 6 Abril 2012 |
| ISSN: | 0378-3758 |
| Materias: | |
| ODS: | |
| Palabras Clave Informales: | Sequential estimation; Asymptotic properties; Minimax estimators; Inverse binomial sampling |
| Escuela: | E.T.S.I. Telecomunicación (UPM) |
| Departamento: | Señales, Sistemas y Radiocomunicaciones |
| Licencias Creative Commons: | Reconocimiento |
Resumen
The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.
Más información
| ID de Registro: | 10749 |
|---|---|
| Identificador DC: | https://oa.upm.es/10749/ |
| Identificador OAI: | oai:oa.upm.es:10749 |
| URL Portal Científico: | https://portalcientifico.upm.es/es/ipublic/item/5487676 |
| Identificador DOI: | 10.1016/j.jspi.2012.03.026 |
| Depositado por: | Dr. Luis Mendo |
| Depositado el: | 08 May 2012 07:34 |
| Ultima Modificación: | 12 Nov 2025 00:00 |
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