An adaptive variable-parameters scheme for the simultaneous monitoring of the mean and variability of an autocorrelated multivariate normal process

2020 ◽  
Vol 90 (8) ◽  
pp. 1430-1465
Author(s):  
Hamed Sabahno ◽  
Philippe Castagliola ◽  
Amirhossein Amiri
Keyword(s):  
Normal Process ◽  
Multivariate Normal ◽  
Variable Parameters ◽  
The Mean

On Sequential Procedures for the Point Estimation of the Mean Vector

1988 ◽  
Vol 37 (1-2) ◽  
pp. 47-54 ◽  
Author(s):  
R. Karan Singh ◽  
Ajit Chaturvedi
Keyword(s):  
Normal Population ◽  
Stopping Time ◽  
Point Estimation ◽  
Multivariate Normal ◽  
Minimum Risk ◽  
Sequential Procedures ◽  
Multivariate Normal Population ◽  
Bounded Risk ◽  
The Mean ◽  
Mean Vector

Sequential procedures are proposed for (a) the minimum risk point estimation and (b) the bounded risk point estimation of the mean vector of a multivariate normal population . Second-order approximations are derived. For the problem (b), a lower bound for the number of additional observations (after stopping time) is obtained which ensures “ exact” boundedness of the risk associated witb the sequential procedure.

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