Title :
Bias and Standard Deviation of the Estimator for the Underlying Probability in a Sequence of Bernoulli Trials with Preselected Number of Successes
Author :
Dommermuth, F.M.
Author_Institution :
FGAN-Forschungsinstitut fÿr Hochfrequenzphysik Neuenahrer StraÃ\x9fe 20 D-5307 Wachtberg-Werthhoven, West Gernany
fDate :
3/1/1986 12:00:00 AM
Abstract :
In a sequence of Bernoulli trials which stops after a preselected number M of successes, the maximum likelihood estimator of the underlying probability is given by the ratio of M and the required number of observations. Closed-form expressions for the bias and standard deviation of this estimator are developed.
Keywords :
Closed-form solution; Convergence; Integral equations; Maximum likelihood estimation; Probability distribution; Standards development;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1986.310760
