Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint

DOI10.1080/07474946.2015.1030303zbMath1323.62083OpenAlexW1774409034MaRDI QIDQ3194555

Ghahraman Roughani, Eisa Mahmoudi

Publication date: 20 October 2015

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

Full work available at URL: https://doi.org/10.1080/07474946.2015.1030303

zbMATH Keywords

gamma distributionexact distributionsequential estimationtwo-stage samplingstopping 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 (6)

Sequential point estimation procedures for the parameter of a family of distributions ⋮ 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 ⋮ 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

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