BOUNDED RISK POINT ESTIMATION OF THE SCALE PARAMETER OF A NEGATIVE EXPONENTIAL DISTRIBUTION
Author(s) -
Eiichi Isogai,
Kazumasa Saito,
Chikara Uno
Publication year - 1999
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/13479
Subject(s) - bounded function , mathematics , exponential distribution , statistics , scale (ratio) , estimation , exponential function , scale parameter , point estimation , econometrics , mathematical analysis , economics , physics , management , quantum mechanics
We consider the problem of bounded risk point estimation for the scale parameter of a negative exponential distribution under a certain loss function. In this paper we propose a stopping rule and two sequential estimators for the scale parameter. The asymptotic expansions of the risk associated with the sequential estimators are obtained.
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