Boundary crossing Random Walks, clinical trials and multinomial sequential estimation
arXiv:1101.4038 · doi:10.1080/07474946.2012.652014
Abstract
A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or multinomial Random Walks which are observed until they reach a boundary. An application to clinical trials is presented.