Sequential risk-efficient estimation of the parameter in the uniform density
We develop a risk-efficient sequential procedure for estimating the parameter θ of the uniform density on (0,θ). We give explicit expressions for the distribution of the stopping time and derive its expectation and variance. We also tabulate the values of the expected stopping time and its standard...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2000-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171200002374 |
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| Summary: | We develop a risk-efficient sequential procedure for estimating
the parameter θ of the uniform density on (0,θ). We give explicit expressions for the distribution of the stopping
time and derive its expectation and variance. We also tabulate the
values of the expected stopping time and its standard deviation
for some selected values of the parameter. Asymptotic properties
such as efficiency and risk-efficiency are established. |
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| ISSN: | 0161-1712 1687-0425 |