Sequential Estimation of the Powers of Normal and Exponential Scale Parameters

DOI10.1081/SQA-120022087zbMath1023.62083MaRDI QIDQ4429476

Chikara Uno, Eiichi Isogai, Muktar Ali

Publication date: 25 September 2003

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

zbMATH Keywords

nonlinear renewal theorybounded risk

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Sequential estimation (62L12)

Related Items (1)

Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution

Cites Work

• Unnamed Item
• Sequential estimation of ratio of normal parameters
• Extended renewal theory and moment convergence in Anscombe's theorem
• Sequential estimation of a parameter of an exponential distribution
• Asymptotic expansions for the moments of a randomly stopped average
• Sequential estimation problems for negative exponential populations
• Fixed-width confidence intervals for a function of normal parameters
• Further Remarks on Sequential Estimation: The Exponential Case

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