Sequential estimation of the minimum of a random variable

Marek Meczarski

Statistics & Probability Letters, 1985, vol. 3, issue 2, 63-64

Abstract: The paper presents a sequential method of fixed-width asymptotically consistent estimation of the minimal value [mu] of a random variable in the sense [mu] = inf{ x: F(x) > 0} where F is a distribution function of the considered variable. The theory of extremal order statistics is used.

Keywords: sequential; fixed-width; estimation; asymptotical; consistency; extremal; order; statistics; limit; distributions; domains; of; attraction (search for similar items in EconPapers)
Date: 1985
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