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Publication:2743917
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zbMath0969.62054MaRDI QIDQ2743917

William Duggan, Nitis Mukhopadhyay

Publication date: 17 September 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationsminimum risksecond-order expansionsmoments of stopping variables


Mathematics Subject Classification ID

Point estimation (62F10) Sequential statistical analysis (62L10) Sequential estimation (62L12)


Related Items (6)

Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling ⋮ Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example ⋮ A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data ⋮ Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean ⋮ Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem ⋮ 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







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