Sequential point and interval estimation of scale parameter of exponential distribution
Sequential fixed-width confidence intervals are obtained for the scale parameter σ when the location parameter θ of the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1995-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171295000470 |
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| Summary: | Sequential fixed-width confidence intervals are obtained for the
scale parameter σ when the location parameter θ of the negative exponential
distribution is unknown. Exact expressions for the stopping time and the
confidence coefficient associated with the sequential fixed-width interval are
derived. Also derived is the exact expression for the stopping time of sequential
point estimation with quadratic loss and linear cost. These are numerically
evaluated for certain nominal confidence coefficients, widths of the interval and
cost functions, and are compared with the second order asymptotic expressions. |
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| ISSN: | 0161-1712 1687-0425 |