Sequential estimation of a parameter of an exponential distribution |
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Authors: | Eiichi Isogal Chikara Uno |
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Institution: | (1) Department of Mathematics, Niigata University, 8050 Ikarashi 2-cho, 950-21 Niigata, Japan |
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Abstract: | We consider the problem of minimum risk point estimation for the parameter =a+b of the exponential distribution with unknown location parameter and scale parameter when the loss function is squared error plus linear cost. In this paper, we propose a sequential estimator of and show that the associated risk is asymptotically one cost less than that given by Ghosh and Mukhopadhyay (1989,South African Statist. J.,23, 251–268). |
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Keywords: | Two-parameter exponential asymptotically unbiased estimator sequential estimator uniform integrability second order |
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