Sequential estimation of the mean exponential survival time under random censoring (Q580856)
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scientific article; zbMATH DE number 4018170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the mean exponential survival time under random censoring |
scientific article; zbMATH DE number 4018170 |
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Sequential estimation of the mean exponential survival time under random censoring (English)
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1987
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The author proposes a sequential estimator of the parameter of an exponential distribution when the data are censored. The loss is measured by the squared error loss plus a constant cost c per observation. Without any further conditions, it is shown that asymptotically the regret is of the same order of magnitude as c if c tends to zero.
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mean exponential survival time
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linear cost function
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censored data
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exponential distribution
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squared error loss
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regret
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