Time sequential estimation of the exponential mean under random withdrawals

DOI10.1214/aos/1176349941zbMath0603.62088MaRDI QIDQ1082762

Joseph C. Gardiner, V. Susarla, John van Ryzin

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349941

zbMATH Keywords

asymptotic normality; loss function; order statistic; martingale; random censorship; total time on test; asymptotically risk efficient; mean exponential lifetime; random withdrawals

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62N05: Reliability and life testing

62L12: Sequential estimation

62L15: Optimal stopping in statistics

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