Sequential estimation of a linear function of location parameters of two negative exponential distributions

被引：4

作者：

Isogai, Eiichi ^{[1
]}

Futschik, Andreas ^{[2
]}

机构：

[1] Niigata Univ, Dept Math, Nishi Ku, Niigata 9502181, Japan

[2] Univ Vienna, Dept Stat, A-1010 Vienna, Austria

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2010年 / 140卷 / 09期

关键词：

Bounded risk; Location parameters; Negative exponential distributions; Purely sequential; Second order expansions;

D O I：

10.1016/j.jspi.2010.02.008

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：

The paper considers the problem of bounded risk point estimation for a linear function of location parameters of two negative exponential distributions, including the difference in a special case, when two scale parameters are unknown. Purely sequential procedures are proposed and second order expansions of the average sample sizes and risk are given. Furthermore some simulation results are provided. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：2416 / 2424

页数：9

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