Sequential risk-efficient estimation of the parameter in the uniform density
type: Item
instance of: scholarly article
title: Sequential risk-efficient estimation of the parameter in the uniform density
zbMATH Open document ID: 0954.62098
DOI: 10.1155/S0161171200002374
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2000-11-06T00:00:00Z
full work available at URL: https://eudml.org/doc/48632
review text: Summary: We develop a risk-efficient sequential procedure for estimating the parameter \(\theta\) of the uniform density on \((0,\theta)\). We give explicit expressions for the distribution of the stopping time and derive its expectation and variance. We also tabulate the values of the expected stopping time and its standard deviation for some selected values of the parameter. Asymptotic properties such as efficiency and risk-efficiency are established.
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62L15
zbMATH DE Number: 1488487
zbMATH Keywords: uniform density parameter
zbMATH Keywords: risk-efficient estimation
author: Z. Govindarajulu
MaRDI profile type: Publication
OpenAlex ID: W2028133305
description: scientific article; zbMATH DE number 1488487