Sequential $d$-guaranteed estimate of the normal mean with bounded relative error
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 161 (2019) no. 1, pp. 145-151

Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

In this paper, we continue our research on evaluation of the mean value of the normal distribution with prior information that this parameter is positive and very small. These data are obtained by using a prior exponential distribution with a large intensity parameter. The estimation problem with guaranteed relative error is considered. This issue is more important when small fractions are estimated. In addition to restrictions on the relative error, the procedure must have a given level of $d$-risk. We suggest a sequential procedure based on the first achievement by posterior probability of estimate reliability of a given level $1- \beta$. The procedure is adapted to the problem of estimating harmful impurities in food products.
Keywords: first crossing procedure, normal mean estimation, $d$-posterior approach, sequential estimation.
@article{UZKU_2019_161_1_a10,
     author = {R. F. Salimov and I. N. Volodin and N. F. Nasibullina},
     title = {Sequential $d$-guaranteed estimate of the normal mean with bounded relative error},
     journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
     pages = {145--151},
     publisher = {mathdoc},
     volume = {161},
     number = {1},
     year = {2019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/UZKU_2019_161_1_a10/}
}
TY  - JOUR
AU  - R. F. Salimov
AU  - I. N. Volodin
AU  - N. F. Nasibullina
TI  - Sequential $d$-guaranteed estimate of the normal mean with bounded relative error
JO  - Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki
PY  - 2019
SP  - 145
EP  - 151
VL  - 161
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/UZKU_2019_161_1_a10/
LA  - en
ID  - UZKU_2019_161_1_a10
ER  - 
%0 Journal Article
%A R. F. Salimov
%A I. N. Volodin
%A N. F. Nasibullina
%T Sequential $d$-guaranteed estimate of the normal mean with bounded relative error
%J Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki
%D 2019
%P 145-151
%V 161
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/UZKU_2019_161_1_a10/
%G en
%F UZKU_2019_161_1_a10
R. F. Salimov; I. N. Volodin; N. F. Nasibullina. Sequential $d$-guaranteed estimate of the normal mean with bounded relative error. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 161 (2019) no. 1, pp. 145-151. http://geodesic.mathdoc.fr/item/UZKU_2019_161_1_a10/