Boundary crossing Random Walks, clinical trials and multinomial sequential estimation

Details Boundary crossing Random Walks, clinical trials and multinomial sequential estimation Boundary crossing Random Walks, clinical trials and multinomial sequential estimation

2011-01-20

arxiv.org/abs/1101.4038v2

Mathematics

Statistics Theory

Scientific paper

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.

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