Unbiased estimation when sampling from renewal processes: The single sample and k -sample random means cases
更新过程抽样中的无偏估计：单样本与多样本随机均值情形
Suppose random variables are sampled sequentially until the sum of associated non-negative random variables is greater than or equal to a predetermined constant. When no distributional assumptions are made, we derive uniform minimum variance unbiased estimators for functions which are U-estimable in the fixed sample size case. We also consider estimation for some special cases when distributional assumptions are made. When estimating the mean and variance of random means, it…