Properties of efficient sequential plans for a birth and death process
Mathematica Applicanda, Tome 9 (1981) no. 17.
Voir la notice de l'article dans European Digital Mathematics Library
A birth and death process with parameters θ=(λ,μ), λ>0, μ>0, is considered. The absolute continuity of measures generated by this process is proved. The Rao-Cramér inequality for the variance of the unbiased estimator of a function h(θ) is derived. Some properties of the estimator attaining the Rao-Cramér lower bound are asserted.
Mots-clés :
Sequential estimation, Markov processes: estimation
@article{MA_1981__9_17_292930, author = {Roman R\'o\.za\'nski}, title = {Properties of efficient sequential plans for a birth and death process}, journal = {Mathematica Applicanda}, publisher = {mathdoc}, volume = {9}, number = {17}, year = {1981}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/MA_1981__9_17_292930/} }
Roman Różański. Properties of efficient sequential plans for a birth and death process. Mathematica Applicanda, Tome 9 (1981) no. 17. https://geodesic-test.mathdoc.fr/item/MA_1981__9_17_292930/