Time sequential estimation of the exponential mean under random withdrawals

DOI10.1214/AOS/1176349941zbMath0603.62088OpenAlexW2057119231MaRDI QIDQ1082762

V. Susarla, John van Ryzin, Joseph C. Gardiner

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349941

zbMATH Keywords

asymptotic normalityloss functionorder statisticmartingalerandom censorshiptotal time on testasymptotically risk efficientmean exponential lifetimerandom withdrawals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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