Bounded risk estimation of the hazard rate function of the exponential distribution: Two-stage procedure

DOI10.1080/07474946.2016.1275410zbMath1362.62159OpenAlexW2594757135WikidataQ115550928 ScholiaQ115550928MaRDI QIDQ2986845

Reihaneh Lalehzari, Eisa Mahmoudi

Publication date: 16 May 2017

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2016.1275410

zbMATH Keywords

exponential distributionexact distributionhazard rate functiontwo-stage procedurestopping variablesbounded risk estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (8)

Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution ⋮ 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 ⋮ Parameter estimation for the Moore-Bilikam distribution under progressive type-II censoring, with application to failure times ⋮ Sequential fixed-width confidence interval for therth power of the exponential scale parameter: Two-stage and sequential sampling procedures ⋮ Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure ⋮ Two-stage procedures for the bounded risk point estimation of the parameter and hazard rate in two families of distributions ⋮ Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution ⋮ 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

Uses Software

• R

Cites Work

• Second order approximations for sequential point and interval estimation
• Sequential estimation of a parameter of an exponential distribution
• Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint
• Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter
• A Generalization of the Half-Normal Distribution with Applications to Lifetime Data
• Non—existence of fixed sample size procedures for scale families
• Bounded Risk Estimation of the Scale Parameter of a Gamma Distribution in a Two-Stage Sampling Procedure
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• Further Remarks on Sequential Estimation: The Exponential Case
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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