Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure

被引：0
|
作者：
Eisa Mahmoudi
Ghahraman Roughani
Ashkan Khalifeh
机构：
[1] Yazd University,Department of Statistics
来源：
Journal of Statistical Theory and Applications | 2019年 / 18卷
关键词：
Bounded risk estimation; Gamma distribution; Sequential estimation; Stopping variable; Two-stage sampling; Purely sequential procedure;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider the purely sequential procedure for estimating the scale parameter of a gamma distribution with known shape parameter, when the risk function is bounded by the known preassigned number. In this paper, we provide asymptotic formulas for the expectation of the total sample size. Also, we propose how to adjust the stopping variable so that the risk is uniformly bounded by a known preassigned number. In the end, the performances of the proposed methodology are investigated with the help of simulations and also by using a real data set.
引用
收藏
页码：222 / 235
页数：13
相关论文
共 50 条
  • [1] Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure
    Mahmoudi, Eisa
    Roughani, Ghahraman
    Khalifeh, Ashkan
    [J]. JOURNAL OF STATISTICAL THEORY AND APPLICATIONS, 2019, 18 (03): : 222 - 235
  • [2] Bounded Risk Estimation of the Scale Parameter of a Gamma Distribution in a Two-Stage Sampling Procedure
    Mahmoudi, Eisa
    Shahraki, Ghahraman Roughani
    [J]. Sequential Analysis-Design Methods and Applications, 2015, 34 (01): : 25 - 38
  • [3] PROCEDURE FOR SEQUENTIAL INTERVAL ESTIMATION OF SHAPE PARAMETER OF GAMMA DISTRIBUTION
    OBRIEN, PC
    [J]. TECHNOMETRICS, 1973, 15 (03) : 563 - 569
  • [4] Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint
    Roughani, Ghahraman
    Mahmoudi, Eisa
    [J]. SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2015, 34 (03): : 387 - 405
  • [5] Two-stage and purely sequential minimum risk point estimation of the scale parameter of a family of distributions under modified LINEX loss plus sampling cost
    Joshi, Neeraj
    Bapat, Sudeep R.
    Sengupta, Raghu Nandan
    [J]. METRIKA, 2024,
  • [6] Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means
    Chen, Xinjia
    [J]. SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2013, 32 (04): : 428 - 457
  • [7] Bounded error parameter estimation: A sequential analytic center approach
    Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA 52242, United States
    不详
    不详
    [J]. IEEE Trans Autom Control, 6 (1107-1117):
  • [8] Bounded error parameter estimation: A sequential analytic center approach
    Bai, EW
    Ye, YY
    Tempo, R
    [J]. PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 732 - 737
  • [9] Bounded error parameter estimation: A sequential analytic center approach
    Bai, EW
    Ye, YY
    Tempo, R
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (06) : 1107 - 1117
  • [10] Estimating a function of the scale parameter in a gamma distribution with bounded variance
    Hu, Jun
    Alanazi, Ibtihal
    Wang, Zhe
    [J]. SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2024, 43 (03): : 301 - 316
12345