Fixed width interval estimation for the reciprocal drift of Brownian motion
dc.contributor.author | Keener, Robert W. | en_US |
dc.contributor.author | Woodroofe, Michael B. | en_US |
dc.date.accessioned | 2006-04-10T15:21:34Z | |
dc.date.available | 2006-04-10T15:21:34Z | |
dc.date.issued | 1992-01 | en_US |
dc.identifier.citation | Keener, Robert W., Woodroofe, Michael (1992/01)."Fixed width interval estimation for the reciprocal drift of Brownian motion." Journal of Statistical Planning and Inference 30(1): 1-12. <http://hdl.handle.net/2027.42/30248> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V0M-45F5FP9-3/2/d85b859766640f473d63ee7f195958a8 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/30248 | |
dc.description.abstract | Let b(t), 0t[mu]. The problem of setting a fixed width confidence interval for [theta]=1[+45 degree rule][mu] is considered. The intervals studied are of the form , where [zeta] is a stopping time and . Stopping times [tau]h are derived s o that these intervals have coverage probabilities converging to a set value [gamma] as h-->0. This convergence is uniform for [mu] near 0. Asymptotic optimality of [tau]h is also addressed. | en_US |
dc.format.extent | 546296 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | Fixed width interval estimation for the reciprocal drift of Brownian motion | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Statistics, University of Michigan, Ann Arbor, MI 48109, USA | en_US |
dc.contributor.affiliationum | Department of Statistics, University of Michigan, Ann Arbor, MI 48109, USA | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/30248/1/0000643.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0378-3758(92)90102-X | en_US |
dc.identifier.source | Journal of Statistical Planning and Inference | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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