Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case

DOI10.1080/07474940500452254MaRDI QIDQ3377995zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, William Pepe

Publication date 29 March 2006

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940500452254

zbMATH Keywords

tablesSimulationsTwo-stage samplingMean time to failureBone marrow transplant dataExact risk-bound

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical design (62L05) Sequential estimation (62L12)

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Cites work

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

Cited in

(19)

• Exact evaluation of two-stage Stein-like procedures -- review
• Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• Two-stage estimation of the combination of location and scale parameter of the exponential distribution under the constraint of bounded risk per unit cost index
• Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution
• Bounded risk estimation of the scale parameter of a gamma distribution in a two-stage sampling procedure
• Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution
• Sequential fixed-width confidence interval for therth power of the exponential scale parameter: Two-stage and sequential sampling procedures
• Exact risk evaluation of the two-stage estimation of the gamma scale parameter under bounded risk constraint
• Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure
• Two-stage procedures for the bounded risk point estimation of the parameter and hazard rate in two families of distributions
• Bounded risk estimation of the hazard rate function of the exponential distribution: two-stage procedure
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
• Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling
• Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data
• Sequential point estimation procedures for the parameter of a family of distributions
• Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions
• On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
• Multi-stage minimum risk point estimation (MRPE) of a function of unknown \(\beta\) in a gamma \((\alpha,\beta)\) model with \(\alpha\) known: related problems and illustrations with analysis from simulations and cancer data

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