On the Confidence Limits of Bernoulli Parameter in Any Sequential Case

Chinese Quarterly Journal of Mathematics ›› 2001, Vol. 16 ›› Issue (1): 1-8.

北京大学数学学院北京100871

Received:2000-08-07 Online:2001-03-30 Published:2024-06-20
About author:CHEN Jia-ding （1937－）,male,native of Xishui,Hubei,a professor of Peking University,engages in mathematical statistics and reliability theory．
Supported by:
Supported by NNSF （19471005）；Supported by DFED of China（9900116）

Abstract

Abstract: 设 (x_n,n≥ 1 )是独立同分布的随机变量列 ,x_n=0或 1且P(x_n=1 ) =p(n≥ 1 ) ,这里 p是未知的 .设τ是 (x_n,n≥ 1 )的任何有限停止时间 .对任何序贯样本 (x₁,x_{2 ,}… ,x_τ)和γ∈ ( 0 ,1 ) ,本文给出了 p的γ水平最优置信下限和最优置信上限 ,还讨论了一些有关的问题 .

Key words: , 序贯样本, 伯努利参数, 置信下限(置信上限), ,

CLC Number:

O212.5

CHEN Jia-ding. On the Confidence Limits of Bernoulli Parameter in Any Sequential Case[J]. Chinese Quarterly Journal of Mathematics, 2001, 16(1): 1-8.

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On the Confidence Limits of Bernoulli Parameter in Any Sequential Case

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