Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case (Q3377995): Difference between revisions

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+On a sequential rule for estimating the location parameter of an exponential distribution
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+Estimates with Prescribed Variance Based on Two-Stage Sampling
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+Life Testing
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+Some Theorems Relevant to Life Testing from an Exponential Distribution
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+Sequential Life Tests in the Exponential Case
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+Time sequential estimation of the exponential mean under random withdrawals
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+Note on Sufficient Statistics and Two-Stage Procedures
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+Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
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+Sequential estimation of a parameter of an exponential distribution
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+Improving on two-stage estimators for scale families
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+Sequential Estimation of Location Parameter in Exponential Distributions
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+Second—order approximations in the time—sequential point estimation methodologies for the mean of an exponential Distribution
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+Further Remarks on Sequential Estimation: The Exponential Case
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+A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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+Non—existence of fixed sample size procedures for scale families
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+Second order approximations for sequential point and interval estimation
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+Discussion on ``Detection of intrusions in information systems by sequential change-point methods'' by Tartakovsky, Rozovskii, Blažek, and Kim
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