scholarly journals Sequential Estimation of the Scale Parameter of an Exponential Distribution under Bounded Risk Constraint

2017 ◽  
Vol 11 (1) ◽  
pp. 133-148
Author(s):  
Eisa Mahmoudi ◽  
Reyhaneh Lalehzari ◽  
Ghahraman Roughani ◽  
◽  
◽  
...  
Keyword(s):  
Exponential Distribution ◽  
Scale Parameter ◽  
Sequential Estimation ◽  
Bounded Risk ◽  
Risk Constraint

scholarly journals Sequential point and interval estimation of scale parameter of exponential distribution

1995 ◽  
Vol 18 (2) ◽  
pp. 383-390
Author(s):  
Z. Govindarajulu
Keyword(s):  
Exponential Distribution ◽  
Scale Parameter ◽  
Stopping Time ◽  
Interval Estimation ◽  
Location Parameter ◽  
Exact Expression ◽  
Point Estimation ◽  
Quadratic Loss ◽  
Negative Exponential Distribution ◽  
Negative Exponential

Sequential fixed-width confidence intervals are obtained for the scale parameterσwhen the location parameterθof the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.

Sign in / Sign up

Export Citation Format

Share Document