Necessary and sufficient conditions for the Robbins-Monro method
نویسندگان
چکیده
منابع مشابه
Efficient Robbins-Monro Procedure for Binary Data
The Robbins-Monro procedure does not perform well in the estimation of extreme quantiles, because the procedure is implemented using asymptotic results, which are not suitable for binary data. Here we propose a modification of the Robbins-Monro procedure and derive the optimal procedure for binary data under some reasonable approximations. The improvement obtained by using the optimal procedure...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1984
ISSN: 0304-4149
DOI: 10.1016/0304-4149(84)90011-5