Sequential estimation of the difference of means of two negative exponential populations

DOI10.1080/07474948808836149MaRDI QIDQ3795101zbMATHOpenAlexFDO

Authors Nitis Mukhopadhyay, S. Darmanto

Publication date 1988

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948808836149

zbMATH Keywords

asymptotic normalityregretlife insurancerisk theoryentropy estimatesrisk efficiencydifference of means of two independent negatidentropy function of the claims distribution

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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• Analysis of data from life-test experiments under an exponential model
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• Further Remarks on Sequential Estimation: The Exponential Case
• Multivariate sequential point estimation
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• On a sequential rule for estimating the location parameter of an exponential distribution
• On estimating the difference of location parameters of two negative exponential distributions
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
• Remarks on sequential estimation of a linear function of two means: the normal case
• Second order approximation to the risk of a sequential procedure
• Second order approximations for sequential point and interval estimation
• Sequential Estimation in Two-Armed Exponential Clinical Trials
• Sequential Estimation of Location Parameter in Exponential Distributions
• Sequential Estimation of a Linear Function of Means of Three Normal Populations
• Sequential point estimation of the mean when the distribution is unspecified
• The exact approximation order in the central-limit-theorem for random summation

Cited in

(7)

• Sequential estimation of a linear function of location parameters of two negative exponential distributions
• On comparing locations of two-parameter exponential distributions using sequential sampling with applications in cancer research
• 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
• Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: real data illustrations from cancer studies and reliability analysis
• Bounded risk per unit cost index constraint for sequential estimation of the mean in a two-parameter exponential distribution
• Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-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

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