ABSTRACT
The statistics, that is, in the considered case, the function or functions of the observed data, is sufficient if all statements about the estimated random process parameter can be defined based on the considered statistical data without any additional observation of received realization data. Accordingly, a statement of effective estimations was introduced in the mathematical statistics. There are two ways to make a decision in the theory of statistical estimations: nonrandom and random. In addition to the procedure of analysis of the random process parameter based on the value of received realization x, there is a sequential estimation method. The probability of definite decision making is assigned in the case of random decision making using each specific realization x; that is, the relationship between the received realization and the decision made has a probabilistic character. Owing to the random character of the point estimate of random process parameter, it is characterized by the conditional pdf.
