Abstract
A sequential procedure for estimating the mean of a normal distribution is proposed. The procedure is shown to have a negative regret at the origin and the same regret as the usual procedure at the other point asymptotically.
Citation
Yoshikazu Takada. "A Sequential Procedure with Asymptotically Negative Regret for Estimating a Normal Mean." Ann. Statist. 20 (1) 562 - 569, March, 1992. https://doi.org/10.1214/aos/1176348540
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