ON THE BIAS OF MAXIMUM-LIKELIHOOD-ESTIMATION FOLLOWING A SEQUENTIAL TEST
成果类型：
Article
署名作者：
WHITEHEAD, J
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/73.3.573
发表日期：
1986
页码：
573581
关键词：
摘要：
The bias of maximum likelihood estimates calculated at the end of a sequential procedure is investigated. For the two sequential designs considered in detail, the sequential probability ratio test and the triangular test, this bias is appreciable. A method of calculating an adjusted estimate with reduced bias is described, and an approximation to the standard error of the new estimate is provided. Examples of the implementation of the method are given, and it''s advantages and disadvantages relative to alternative approaches are discussed.