Accession Number : AD0730460

Title :   Some Stopping times for Stochastic Approximation Procedures.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Sielken,Robert L. , Jr

Report Date : AUG 1971

Pagination or Media Count : 36

Abstract : Sequential bounded length confidence interval procedures are developed for stochastic approximation procedures of the Robbins-Monro type. Sufficient conditions for the confidence intervals to have asymptotically the prescribed confidence coefficients and the stopping times to be asymptotically efficient are given. The behavior of some of these procedures in several Monte Carlo experiments is briefly described. (Author)

Descriptors :   (*CONFIDENCE LIMITS, APPROXIMATION(MATHEMATICS)), STOCHASTIC PROCESSES, SEQUENCES, ASYMPTOTIC SERIES, DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, CONVERGENCE, MONTE CARLO METHOD

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE