The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter

DOI10.1080/07474940802619345zbMath1157.62052OpenAlexW2067301480MaRDI QIDQ3618554

Shelemyahu Zacks

Publication date: 2 April 2009

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

Full work available at URL: https://doi.org/10.1080/07474940802619345

zbMATH Keywords

sequential samplingfixed-width confidence intervalstwo-stage samplingnonlinear boundariesregular Poisson process

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05) Sequential estimation (62L12)

Related Items (13)

Fixed Accuracy Interval Estimation of the Common Variance in an Equi-Correlated Normal Distribution ⋮ Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint ⋮ Sequential point estimation procedures for the parameter of a family of distributions ⋮ Editor’s special invited paper: On the efficient score vector in sequential monitoring ⋮ Distributions of stopping times in some sequential estimation procedures ⋮ 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 ⋮ Exact Evaluation of Two-Stage Stein-Like Procedures – Review ⋮ Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions ⋮ Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals ⋮ Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution ⋮ Bounded Risk Estimation of the Scale Parameter of a Gamma Distribution in a Two-Stage Sampling Procedure

Cites Work

• Discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
• 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
• Sequential estimation problems for negative exponential populations
• Distributions of Sequential and Two-Stage Stopping Times for Fixed-Width Confidence Intervals in Bernoulli Trials: Application in Reliability
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Further Remarks on Sequential Estimation: The Exponential Case

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