Invariance, Minimax Sequential Estimation, and Continuous Time Processes

• 1 September 1957
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 28  (3) , 573-601
• https://doi.org/10.1214/aoms/1177706874

Abstract

Keywords

• SEQUENTIAL ESTIMATION
• GAMMA DISTRIBUTION
• CRAMER RAO
• EXPONENTIAL DISTRIBUTION
• NEGATIVE BINOMIAL
• HAAR MEASURE
• DECISION THEORY
• INVARIANT THEORY
• DECISION PROBLEM
• SUFFICIENT STATISTIC
• NORMAL DISTRIBUTION
• WEIGHT FUNCTION
• SEQUENTIAL ANALYSIS
• COMPACT GROUP
• SATISFIABILITY
• LOSS FUNCTION
• STANDARD DEVIATION
• RELATIVE ERROR