Geodesic
Confidence interval with specified precision for the mean value in a sequence of Gaussian variables
Mathematica Applicanda, Tome 10 (1982) no. 18, pp. 101-106.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Consider the class C of real-valued stochastic processes of the form Xt=m+mt+ξt, with discrete t=1,2,⋯, such that mt→0 and the ξt are random variables with normal distributions N(0,σt), where σt→0. Required is a sequence of estimators m^t for the parameter m, determined by X1,⋯,Xt and a stopping rule τ, such that for every ε>0 and 0
DOI : 10.14708/ma.v10i18.1525
Classification : 62L15(62F25 62M09)
Mots-clés : Optimal stopping,Tolerance and confidence regions,Non-Markovian processes: estimation 
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Beniamin Gołdys. Confidence interval with specified precision for the mean value in a sequence of Gaussian variables. Mathematica Applicanda, Tome 10 (1982) no. 18, pp.  101-106. doi : 10.14708/ma.v10i18.1525. http://geodesic.mathdoc.fr/articles/10.14708/ma.v10i18.1525/

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