Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution

DOI10.1080/07474946.2019.1649347zbMath1435.62310OpenAlexW2975585628WikidataQ115550919 ScholiaQ115550919MaRDI QIDQ5197967

Ashkan Khalifeh, Vahid Nekoukhou, Eisa Mahmoudi

Publication date: 2 October 2019

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

Full work available at URL: https://doi.org/10.1080/07474946.2019.1649347

zbMATH Keywords

law of large numbersexponential distributionsstopping rulepurely sequential samplingreliability parametertwo-stage sequential sampling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (10)

Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution ⋮ Two-stage estimation of the combination of location and scale parameter of the exponential distribution under the constraint of bounded risk per unit cost index ⋮ Estimation of fixed-accuracy confidence interval of the stress–strength reliability for inverse Pareto distribution using two-stage sampling technique ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure ⋮ 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 ⋮ Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model ⋮ Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

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