• DocumentCode
    1149623
  • 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
  • Issue
    2
  • fYear
    1986
  • fDate
    3/1/1986 12:00:00 AM
  • Firstpage
    218
  • Lastpage
    220
  • 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;
  • fLanguage
    English
  • Journal_Title
    Aerospace and Electronic Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9251
  • Type

    jour

  • DOI
    10.1109/TAES.1986.310760
  • Filename
    4104205