The Annals of Mathematical Statistics

Completeness in the Sequential Case

E. L. Lehmann and Charles Stein

Full-text: Open access

Abstract

Recently, in a series of papers, Girshick, Mosteller, Savage and Wolfowitz have considered the uniqueness of unbiased estimates depending only on an appropriate sufficient statistic for sequential sampling schemes of binomial variables. A complete solution was obtained under the restriction to bounded estimates. This work, which has immediate consequences with respect to the existence of unbiased estimates with uniformly minimum variance, is extended here in two directions. A general necessary condition for uniqueness is found, and this is applied to obtain a complete solution of the uniqueness problem when the random variables have a Poisson or rectangular distribution. Necessary and sufficient conditions are also found in the binomial case without the restriction to bounded estimates. This permits the statement of a somewhat stronger optimum property for the estimates, and is applicable to the estimation of unbounded functions of the unknown probability.

Article information

Source
Ann. Math. Statist., Volume 21, Number 3 (1950), 376-385.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177729796

Digital Object Identifier
doi:10.1214/aoms/1177729796

Mathematical Reviews number (MathSciNet)
MR36969

Zentralblatt MATH identifier
0041.26304

JSTOR
links.jstor.org

Citation

Lehmann, E. L.; Stein, Charles. Completeness in the Sequential Case. Ann. Math. Statist. 21 (1950), no. 3, 376--385. doi:10.1214/aoms/1177729796. https://projecteuclid.org/euclid.aoms/1177729796


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