Asymptotically pointwise optimal rules in the poisson process

機構典藏 > College of Sciences > Graduate Institute & Department of Mathematics > Journal Article > Item 987654321/41446

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Title:	Asymptotically pointwise optimal rules in the poisson process
Authors:	黃連成;Hwang, Leng-cheng
Contributors:	淡江大學數學學系
Keywords:	Asymptotically non-deficient;Asymptotically optimal;Asymptotically pointwise optimal;Bayes sequential estimation;Homogeneous Poisson process
Date:	2001-02-01
Issue Date:	2010-01-28 07:35:19 (UTC+8)
Publisher:	Taylor & Francis
Abstract:	The concept of asymptotic pointwise optimality in the discrete time processes provided by Bickel and Yahav (1967) is extended to the continuous time processes in the present paper. An asymptotically pointwise optimal (A.P.O.) rule is proposed in the homogeneous Poisson process. It is shown to be asymptotically optimal for the arbitrary priors and asymptotically non-deficient for the conjugate priors, expanding the discrete time processes of Bickel and Yahav (1968) and Woodroofe (1981) to accommodate the continuous time processes, respectively.
Relation:	Sequential Analysis 20(1-2), pp.13-23
DOI:	10.1081/SQA-100102643
Appears in Collections:	[Graduate Institute & Department of Mathematics] Journal Article

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