SEQUENTIAL ESTIMATION OF A PARAMETER OF AN EXPONENTIAL-DISTRIBUTION

被引：20
|
作者：
ISOGAI, E
UNO, C
机构：
[1] Department of Mathematics, Niigata University, Niigata, 950-21
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1994年 / 46卷 / 01期
关键词：
2-PARAMETER EXPONENTIAL; ASYMPTOTICALLY UNBIASED ESTIMATOR; SEQUENTIAL ESTIMATOR; UNIFORM INTEGRABILITY; 2ND ORDER;
D O I：
10.1007/BF00773594
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：
We consider the problem of minimum risk point estimation for the parameter theta = amu + bsigma of the exponential distribution with unknown location parameter mu and scale parameter sigma when the loss function is squared error plus linear cost. In this paper, we propose a sequential estimator of theta 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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页码：77 / 82
页数：6
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