Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals

DOI10.1080/07474946.2011.593920zbMath1223.62142OpenAlexW2022633027MaRDI QIDQ3094215

Rasul A. Khan, Shelemyahu Zacks

Publication date: 21 October 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2011.593920

zbMATH Keywords

confidence intervalsstopping timecoverage probabilitysequential

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential statistical methods (62L99) Sequential estimation (62L12)

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Cites Work

• Improving on two-stage estimators for scale families
• Second order approximations for sequential point and interval estimation
• Sequential estimation of a parameter of an exponential distribution
• Fixed-width sequential confidence interval for the mean of a gamma distribution
• First exit times for ordinary and compound Poisson processes with nonlinear boundaries
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• Sequential estimation problems for negative exponential populations
• The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Further Remarks on Sequential Estimation: The Exponential Case

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