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

DOI10.1080/07474946.2020.1766930zbMath1466.62380OpenAlexW3086289236WikidataQ115550917 ScholiaQ115550917MaRDI QIDQ4964404

Yakov Khariton, Nitis Mukhopadhyay

Publication date: 2 March 2021

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

Full work available at URL: https://doi.org/10.1080/07474946.2020.1766930

zbMATH Keywords

asymptoticsapplicationsmaximum likelihood estimatorsimulationssample size determinationcancer datapurely sequential samplingfirst-order efficiencysecond-order efficiencyasymptotic risk efficiencyregret analysisaccelerated sequential samplingminimum risk point estimation (MRPE)absolute error loss (AEL)powered AEL (PAEL)sampling calculus

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Reliability and life testing (62N05) Sequential estimation (62L12)

Related Items (5)

An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis ⋮ Purely sequential point estimation of a function of the mean in an exponential distribution ⋮ Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients ⋮ Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

Uses Software

• R

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