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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

V. K. Rohatgi  and
Suresh C. Rastogi
V. K. Rohatgi
Affiliation:
Statistical Laboratory Catholic University of America
Suresh C. Rastogi
Affiliation:
University of MarylandWashington D. C. 20017, U. S. A.
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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.

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 15 , Issue 3 , May 1973 , pp. 291 - 295
Copyright
Copyright © Australian Mathematical Society 1973

References

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