Unbiased estimation following a group sequential test
组序贯检验后的无偏估计
It is shown that, in a group sequential test about the drift θ of a Brownian motion Χ(t) stopped at time Τ, the sufficient statistic (Τ, Χ(Τ)) is not complete for θ. There exist infinitely many unbiased estimators of θ and none has uniformly minimum variance. A truncation-adaptable criterion is proposed, and the uniformly-minimum-variance estimator among all truncation-adaptable unbiased estimators is found. This estimator is identical to estimators of Ferebee (1983) and…