A sequential estimation procedure for the parameter of an exponential distribution

DOI10.1080/02331889008802245zbMath0701.62082OpenAlexW2008034720MaRDI QIDQ3479409

Wolfgang Stadje

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802245

zbMATH Keywords

Bayes riskgamma priorBayesian sequential estimationcommon lifetime distributionexponentially distributed random variablestime-sequential proceduresMarkov stopping problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (7)

Estimation with Delayed Bservations for the Multinomial Distribution ⋮ Bayes sequential estimation for a time-transformed exponential model ⋮ Sequential estimation of a location parameter from delayed observations ⋮ A stochastic process arising in sequential experimentation ⋮ Estimation procedures with delayed observations ⋮ Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution ⋮ A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

Cites Work

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• Time sequential estimation of the exponential mean under random withdrawals
• Optimal stopping and free boundary problems
• On time-sequential point estimation of the mean of an exponential distribution
• Bayes sequential estimation in a life test and asymptotic properties
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• Infinitesimal Look-Ahead Stopping Rules

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