Electronic Resource
Springer
Probability theory and related fields
60 (1982), S. 535-554
ISSN:
1432-2064
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A new stopping rule for the Robbins-Monro process, based on an F-statistic criterion is proposed and its asymptotic behavior established. On the basis of evidence obtained through experimental sampling, the procedure seems to work well over a wide variety of situations. A two-stage procedure, coupling the new rule with an earlier one proposed by Sielken [1973] is recommended for practical use.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00535715
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