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Sequential Analysis
Design Methods and Applications
Volume 9, 1990 - Issue 2
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Original Articles

Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution

Yoshikazu Takada Department of Mathematics, Faculty of Science Kumamoto University, Kumamoto 860, Japan
Pages 165-170 | Published online: 29 Mar 2007
 
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Abstract

This paper considers a modification of a sequential rule to achieve the bounded risk when estimating the mean of a multivari-ate normal distribution with unknown covariance matrix.

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