Sequential estimation of a parameter of an exponential distribution

DOI10.1007/BF00773594zbMath0802.62079OpenAlexW2060024151MaRDI QIDQ1336545

Eiichi Isogai, Chikara Uno

Publication date: 22 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773594

zbMATH Keywords

exponential distributionuniform integrabilityloss functionsecond orderscaleasymptotically unbiased estimatorunknown locationassociated riskminimum risk point estimationsquared error plus linear costtwo-parameter exponential

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (18)

Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution ⋮ A note on sequential estimation of the mean ⋮ Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling ⋮ Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint ⋮ Sequential point estimation procedures for the parameter of a family of distributions ⋮ Two-stage estimation of the combination of location and scale parameter of the exponential distribution under the constraint of bounded risk per unit cost index ⋮ Bounded risk estimation of the hazard rate function of the exponential distribution: Two-stage procedure ⋮ Sequential fixed-width confidence interval for therth power of the exponential scale parameter: Two-stage and sequential sampling procedures ⋮ Two-stage procedures for the bounded risk point estimation of the parameter and hazard rate in two families of distributions ⋮ Sequential bounded risk point estimation of parameters of a negative exponential distribution ⋮ Sequential Estimation of the Powers of Normal and Exponential Scale Parameters ⋮ The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter ⋮ Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions ⋮ Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling ⋮ Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case ⋮ Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals ⋮ Bounded Risk Estimation of the Scale Parameter of a Gamma Distribution in a Two-Stage Sampling Procedure ⋮ Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling

Cites Work

• Second order approximations for sequential point and interval estimation
• Extended renewal theory and moment convergence in Anscombe's theorem
• A Note on Minimum Risk Point Estimation of the Shape Parameter of a Pareto Distribution
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