SEQUENTIAL ESTIMATION IN THE UNIFORM DENSITY

Abstract

A solution is given to the problem of sequentially estimating (to within d > 0 units of the true value) the parameter theta of a uniform distribution on (0, theta). The solution is optimal in the sense that the expected number of observations is minimized. It is also minimax in that the maximum possible number of observations is minimized. Some tables are appended.

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Document Details

Document Type
Technical Report
Publication Date
Apr 21, 1969
Accession Number
AD0689229

Entities

People

  • Peter J. Cooke

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Asymptotic Series
  • Binomials
  • Contracts
  • Distribution Functions
  • Equations
  • Intervals
  • Military Research
  • Observation
  • Power Series
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Analytical Mechanics