Unbiased estimation following a group sequential test

被引：49
|
作者：
Liu, AY
Hall, WJ
机构：
[1] St Jude Childrens Res Hosp, Dept Biostat & Epidemiol, Memphis, TN 38134 USA
[2] Univ Rochester, Med Ctr, Dept Biostat, Rochester, NY 14642 USA
来源：
BIOMETRIKA | 1999年 / 86卷 / 01期
关键词：
Brownian motion; truncation-adaptation;
D O I：
10.1093/biomet/86.1.71
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
It is shown that, in a group sequential test about the drift theta of a Brownian motion X(t) stopped at time T,the sufficient statistic (T, X(T)) is not complete for theta. There exist infinitely many unbiased estimators of theta and none has uniformly minimum variance. A truncation-adaptable criterion is proposed, and the uniformly-minimum-variance estimator among all truncation-adaptable unbiased estimators is found. This estimator is identical to estimators of Ferebee (1983) and Emerson & Fleming (1990).
引用
收藏
页码：71 / 78
页数：8
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