Theory of Probability and Mathematical Statistics
Two component binary statistical experiments with persistent linear regression
D. V. Koroliouk
Abstract: A sequence of binary statistical experiments generated by a sample of random variables with persistent linear regression is studied. A stochastic approximation for a sequence of statistical experiments is constructed in terms of an autoregressive process with normal noise. For a sequence of exponential statistical experiments, a stochastic approximation is constructed, as well, with the help of an exponential normal autoregressive process.
Keywords: Binary statistical experiment, persistent linear regression, stabilization, stochastic approximation, exponential statistical experiment, exponential normal autoregressive process
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