Unbiased estimation of secondary parameters following a sequential test

Authors
Liu, AY Hall, WJ
Citation
Ay. Liu et Wj. Hall, Unbiased estimation of secondary parameters following a sequential test, BIOMETRIKA, 88(3), 2001, pp. 895-900
Citations number
12
Categorie Soggetti
Biology,Multidisciplinary,Mathematics
Journal title
BIOMETRIKA
ISSN journal
00063444 → ACNP
Volume
88
Issue
3
Year of publication
2001
Pages
895 - 900
Database
ISI
SICI code
0006-3444(200109)88:3<895:UEOSPF>2.0.ZU;2-V
Abstract
We consider, within a Brownian motion framework, estimation of secondary pa rameters following a sequential test. Whitehead (1986b) proposed a method f or reducing the bias of maximum likelihood estimators. In this paper we pre sent unbiased estimators to eliminate the bias.