Optimal sequential estimation for semi-markov and markov renewal processes |
| |
| Authors: | Mendel Fygenson |
| |
| Institution: | Department of Statistics , Rutgers University , New Brunswick, NJ, 08903 |
| |
| Abstract: | We consider the problem of obtaining efficient estimators and sampling plans for semi-Markov and Markov-renewal processes. A lower bound for the variance of an unbiased estimator of a function of the parameters is obtained under a sequential scheme and we characterize the parametric functions and sampling plans which admit minimum variance unbiased estimators. |
| |
| Keywords: | Markov-renewal processes semi-Markov processes efficient estimators inverse-type sampling plans |
|
|
