A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

被引：7

作者：

Jokiel-Rokita, Alicja ^{[1
]}

机构：

[1] Wroclaw Univ Technol, Inst Math & Comp Sci, PL-50370 Wroclaw, Poland

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 17期

关键词：

D O I：

10.1016/j.spl.2008.05.014

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A problem of Bayesian sequential estimating an unknown parameter of an exponential distribution is considered. it is supposed that the loss associated with the error of estimation is asymmetric (LINEX) and the cost of observing the process is a linear function of time and the number of observations. A Bayes sequential procedure for estimating the unknown parameter is presented. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：3091 / 3095

页数：5

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