A SEQUENTIAL PROCEDURE WITH ASYMPTOTICALLY NEGATIVE REGRET FOR ESTIMATING A NORMAL-MEAN
成果类型：
Article
署名作者：
TAKADA, Y
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348540
发表日期：
1992
页码：
562-569
关键词：
摘要：
A sequential procedure for estimating the mean of a normal distribution is proposed. The procedure is shown to have a negative regret at the origin and the same regret as the usual procedure at the other point asymptotically.