Sequential estimation of the minimum of a random variable

The paper presents a sequential method of fixed-width asymptotically consistent estimation of the minimal value [mu] of a random variable in the sense [mu] = inf{ x: F(x) > 0} where F is a distribution function of the considered variable. The theory of extremal order statistics is used.

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Year of publication:	1985
Authors:	Meczarski, Marek
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 2, p. 63-64
Publisher:	Elsevier
Keywords:	sequential fixed-width estimation asymptotical consistency extremal order statistics limit distributions domains of attraction

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137677