遍历出生-死亡过程的最优序贯估计

Journal of the royal statistical society series b-methodological Pub Date : 1984-07-01 DOI:10.1111/J.2517-6161.1984.TB01314.X

S. Manjunath

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引用次数: 7

摘要

摘要对于遍历生-死过程，在任意停止规则下，得到了生卒参数函数的无偏估计量方差的下界。对所有有效估计函数和闭有效抽样方案进行了刻画。这里处理的过程包括反映障碍的随机漫步、移民-死亡过程、有限或无限等待空间的M/M/1和MIMIS队列。

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Optimal Sequential Estimation for Ergodic Birth‐Death Processes

SUMMARY For ergodic birth-death processes a lower bound for the variance of an unbiased estimator of a function of birth and death parameters is obtained under an arbitrary stopping rule. All efficiently estimable functions and closed efficient sampling schemes are characterized. The processes treated here include random walk with reflecting barriers, immigration-death process, M/M/1 and MIMIS queues with limited or unlimited waiting space.

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Journal of the royal statistical society series b-methodological

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