Boundary crossing Random Walks, clinical trials and multinomial sequential estimation
Statistics Theory
2014-03-06 v2 Probability
Statistics Theory
Abstract
A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or multinomial Random Walks which are observed until they reach a boundary. An application to clinical trials is presented.
Cite
@article{arxiv.1101.4038,
title = {Boundary crossing Random Walks, clinical trials and multinomial sequential estimation},
author = {Enrico Bibbona and Alessandro Rubba},
journal= {arXiv preprint arXiv:1101.4038},
year = {2014}
}