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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| Format: | Article |
| Language: | English |
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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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| _version_ | 1832545544059224064 |
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| author | Z. Govindarajulu |
| author_facet | Z. Govindarajulu |
| author_sort | Z. Govindarajulu |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-ce1bcb04d87d4df4a0d62a7927dd20d5 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2000-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-ce1bcb04d87d4df4a0d62a7927dd20d52025-02-03T07:25:29ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252000-01-0123641542310.1155/S0161171200002374Sequential risk-efficient estimation of the parameter in the uniform densityZ. Govindarajulu0Department of Statistics, University of Kentucky, Lexington 40506, KY, USAWe 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.http://dx.doi.org/10.1155/S0161171200002374Uniform density parameterrisk-efficient estimationsequential procedure. |
| spellingShingle | Z. Govindarajulu Sequential risk-efficient estimation of the parameter in the uniform density International Journal of Mathematics and Mathematical Sciences Uniform density parameter risk-efficient estimation sequential procedure. |
| title | Sequential risk-efficient estimation of the parameter in the uniform density |
| title_full | Sequential risk-efficient estimation of the parameter in the uniform density |
| title_fullStr | Sequential risk-efficient estimation of the parameter in the uniform density |
| title_full_unstemmed | Sequential risk-efficient estimation of the parameter in the uniform density |
| title_short | Sequential risk-efficient estimation of the parameter in the uniform density |
| title_sort | sequential risk efficient estimation of the parameter in the uniform density |
| topic | Uniform density parameter risk-efficient estimation sequential procedure. |
| url | http://dx.doi.org/10.1155/S0161171200002374 |
| work_keys_str_mv | AT zgovindarajulu sequentialriskefficientestimationoftheparameterintheuniformdensity |