Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 7, No 1, (1984), 118p-122p
Abstract:
In the present paper for a large class of processes the problem of efficient (in the sense of a quadratic function of loss under Cramer-Rao regular conditions) sequential estimation is considered. A necessary condition for Markov stopping time to be efficient is given. It is important to underline that this condition appears as a sufficient for all the processes for which the problem of efficient sequential estimation is completely solved (binominal, multinominal, Poisson processes, etc.). Some helpful results for determining the efficient plans are given, too.
