Advanced search
Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 20, 2001 - Issue 1-2
Submit an article Journal homepage
28
Views
8
CrossRef citations to date
0
Altmetric
Original Articles

ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS

Leng-Cheng Hwang Department of Mathematics, Tamkang University, Tamsui, Taipei, Taiwan, R.O.C.
Pages 13-23 | Received 01 Sep 1999, Published online: 16 Aug 2006

BIBLIOGRAPHY

  • Alvo , M. 1977 . Bayesian sequential estimation . Ann. Statist. , 5 : 955 – 968 .
  • Bickel , P. J. and Yahav , J. A. 1967 . Asymptotically pointwise optimal procedures in sequential analysis . Proc. Fifth Berkeley Symp. Math. Statist. Prob. , 1 : 401 – 413 . University of California Press
  • Bickel , P. J. and Yahav , J. A. 1968 . Asymptotically optimal Bayes and minimax procedures in sequential estimation . Ann. Math. Statist. , 39 : 442 – 456 .
  • Chow , Y. S. and Teicher , H. 1988 . Probability Theory: Independence, Interchangeability, Martingales New York : Springer-Verlag .
  • El-Sayyad , G. M. and Freeman , P. R. 1973 . Bayesian estimation of a Poisson process rate . Biometrika , 60 : 289 – 296 .
  • Frame , J. S. 1949 . An approximation to the quotient of gamma functions . Amer. Math. Monthly , 56 : 529 – 535 .
  • Ghosh , M. and Hoekstra , R. M. 1995 . A.P.O. rules in hierarchical Bayes regression models . Sequential Analysis , 14 : 99 – 115 .
  • Gleser , L. J. and Kunte , S. 1976 . On asymptotically optimal sequential Bayes interval estimation procedures . Ann. Statist. , 4 : 685 – 711 .
  • Magiera , R. 1992 . Bayes sequential estimation for an exponential family of processes: a discrete time approach . Metrika. , 39 : 1 – 20 .
  • Novic , B. 1980 . Bayes sequential estimation of a Poisson rate: a discrete time approach . Ann. Statist. , 8 : 840 – 844 .
  • Shapiro , C. P. and Wardrop , R. L. 1978 . The Bayes sequential procedure for estimating the arrival rate of a Poisson process . J. Amer. Statist. Assoc. , 73 : 597 – 601 .
  • Shapiro , C. P. and Wardrop , R. L. 1980 . Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate . Ann. Statist. , 8 : 171 – 182 .
  • Woodroofe , M. 1981 . A.P.O. rules are asymptotically non-deficient for estimation with squared error loss . Z. Wahrsch. verw. Gebiete. , 58 : 331 – 341 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.