On time-sequential point estimation of the mean of an exponential distribution

DOI10.1080/03610928008827856zbMath0431.62053MaRDI QIDQ3868635

Pranab Kumar Sen

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3451

zbMATH Keywords

asymptotic normality; loss function; risk function; asymptotic risk-efficiency; stopping number; estimating mean of exponential distribution; total life under test

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62N05: Reliability and life testing

62L12: Sequential estimation

62L15: Optimal stopping in statistics

Related Items

Fixed diameter confidence ellipsoid in time-sequential models, Second—order approximations in the time—sequential point estimation methodologies for the mean of an exponential Distribution, Exact Risks of Sequential Point Estimators of the Exponential Parameter, A continuous-time sequential testing problem, A sequential estimation procedure for the parameter of an exponential distribution, Counting process approach to time sequential and sequential point estimation with censored data

Cites Work

• Second order approximations for sequential point and interval estimation
• Further Remarks on Sequential Estimation: The Exponential Case