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 that are observed until they reach a boundary. Clinical trials are shown to be representable within this scheme and an application to the estimation of the multinomial probabilities following multinomial clinical trials is presented.

Boundary Crossing Random Walks, Clinical Trials, and Multinomial Sequential Estimation

BIBBONA, Enrico;
2012-01-01

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 that are observed until they reach a boundary. Clinical trials are shown to be representable within this scheme and an application to the estimation of the multinomial probabilities following multinomial clinical trials is presented.
2012
31
99
107
http://www.tandfonline.com/doi/full/10.1080/07474946.2012.652014#.UbcnVPZ4cvQ
Enrico Bibbona; Alessandro Rubba
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/99306
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