Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping ...Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping time for (x n,n1). For any sequential sample (x 1,x 2,…,x τ ) and γ∈(0,1), we have given an optimal confidence limit of p with confidence level γ . Some related problems are also discussed.展开更多
文摘Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping time for (x n,n1). For any sequential sample (x 1,x 2,…,x τ ) and γ∈(0,1), we have given an optimal confidence limit of p with confidence level γ . Some related problems are also discussed.
