A sequential estimation procedure for the parameter of an exponential distribution

DOI10.1080/02331889008802245MaRDI QIDQ3479409zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802245

zbMATH Keywords

Bayes riskBayesian sequential estimationcommon lifetime distributionexponentially distributed random variablesgamma priorMarkov stopping problemtime-sequential procedures

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• Bayes sequential estimation in a life test and asymptotic properties
• scientific article; zbMATH DE number 3666647 (Why is no real title available?)
• Infinitesimal Look-Ahead Stopping Rules
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• On time-sequential point estimation of the mean of an exponential distribution
• Optimal stopping and free boundary problems
• Time sequential estimation of the exponential mean under random withdrawals

Cited in

(19)

• Second order sequential estimation of the mean exponential survival time under random censoring
• Sequential point and interval estimation of scale parameter of exponential distribution
• A stochastic process arising in sequential experimentation
• Estimation procedures with delayed observations
• Bayes sequential estimation for a time-transformed exponential model
• Asymptotically optimal bayesian sequential point estimation with censored data
• scientific article; zbMATH DE number 3886917 (Why is no real title available?)
• scientific article; zbMATH DE number 3901855 (Why is no real title available?)
• scientific article; zbMATH DE number 36692 (Why is no real title available?)
• scientific article; zbMATH DE number 4124832 (Why is no real title available?)
• Estimation with Delayed Bservations for the Multinomial Distribution
• Sequential Estimation of the Guarantee Times for Systems of Several Exponential Components
• Bayes sequential estimation procedures for exponential-type processes
• Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
• SEQUENTIAL INTERVAL ESTIMATION FOR THE EXPONENTIAL HAZARD RATE WHEN THE LOSS FUNCTION IS STRICTLY CONVEX
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• Estimation of the mean exponential survival time under a sequential censoring scheme
• Sequential estimation of a location parameter from delayed observations
• A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

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