Sequential Point Estimation of a Function of the Exponential Scale Parameter

We consider sequential point estimation of a function of the scale parameter of an exponential distribution subject to the loss function given as a sum of the squared error and a linear cost. For a fully sequential sampling scheme, we present a sufficient condition to get a second order approximatio...

Full description

Bibliographic Details
Main Authors:	Chikara Uno, Eiichi Isogai, Daisy Lou Lim
Format:	Article
Language:	English
Published:	Austrian Statistical Society 2016-04-01
Series:	Austrian Journal of Statistics
Online Access:	http://www.ajs.or.at/index.php/ajs/article/view/442

id	doaj-4cc024f45ebf47768aafa22097ceca58
record_format	Article
spelling	doaj-4cc024f45ebf47768aafa22097ceca582021-04-22T12:33:16ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-04-0133310.17713/ajs.v33i3.442Sequential Point Estimation of a Function of the Exponential Scale ParameterChikara Uno0Eiichi Isogai1Daisy Lou Lim2Akita University, JapanNiigata University, JapanNiigata University, JapanWe consider sequential point estimation of a function of the scale parameter of an exponential distribution subject to the loss function given as a sum of the squared error and a linear cost. For a fully sequential sampling scheme, we present a sufficient condition to get a second order approximation to the risk of the sequential procedure as the cost per observation tends to zero. In estimating the mean, our result coincides with that of Woodroofe (1977). Further, in estimating the hazard rate for example, it is shown that our sequential procedure attains the minimum risk associated with the best fixed sample size procedure up to the order term.http://www.ajs.or.at/index.php/ajs/article/view/442
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Chikara Uno Eiichi Isogai Daisy Lou Lim
spellingShingle	Chikara Uno Eiichi Isogai Daisy Lou Lim Sequential Point Estimation of a Function of the Exponential Scale Parameter Austrian Journal of Statistics
author_facet	Chikara Uno Eiichi Isogai Daisy Lou Lim
author_sort	Chikara Uno
title	Sequential Point Estimation of a Function of the Exponential Scale Parameter
title_short	Sequential Point Estimation of a Function of the Exponential Scale Parameter
title_full	Sequential Point Estimation of a Function of the Exponential Scale Parameter
title_fullStr	Sequential Point Estimation of a Function of the Exponential Scale Parameter
title_full_unstemmed	Sequential Point Estimation of a Function of the Exponential Scale Parameter
title_sort	sequential point estimation of a function of the exponential scale parameter
publisher	Austrian Statistical Society
series	Austrian Journal of Statistics
issn	1026-597X
publishDate	2016-04-01
description	We consider sequential point estimation of a function of the scale parameter of an exponential distribution subject to the loss function given as a sum of the squared error and a linear cost. For a fully sequential sampling scheme, we present a sufficient condition to get a second order approximation to the risk of the sequential procedure as the cost per observation tends to zero. In estimating the mean, our result coincides with that of Woodroofe (1977). Further, in estimating the hazard rate for example, it is shown that our sequential procedure attains the minimum risk associated with the best fixed sample size procedure up to the order term.
url	http://www.ajs.or.at/index.php/ajs/article/view/442
work_keys_str_mv	AT chikarauno sequentialpointestimationofafunctionoftheexponentialscaleparameter AT eiichiisogai sequentialpointestimationofafunctionoftheexponentialscaleparameter AT daisyloulim sequentialpointestimationofafunctionoftheexponentialscaleparameter
_version_	1721514445728907264

Sequential Point Estimation of a Function of the Exponential Scale Parameter

Similar Items