Bounded risk estimation of the scale parameter of a gamma distribution in a two-stage sampling procedure

DOI10.1080/07474946.2015.995968zbMATH Open1329.62360OpenAlexW1974606635MaRDI QIDQ4982001FDOQ4982001

Ghahraman Roughani Shahraki, Eisa Mahmoudi

Publication date: 23 March 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2015.995968

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zbMATH Keywords

sequential estimationgamma distributionexact distributionstwo-stage samplingstopping variablesbounded risk estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Second order approximations for sequential point and interval estimation
• The Exact Distributions of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter
• Exact Risks of Sequential Point Estimators of the Exponential Parameter
• Further Remarks on Sequential Estimation: The Exponential Case
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Sequential estimation of a parameter of an exponential distribution
• Non—existence of fixed sample size procedures for scale families
• Fixed-width sequential confidence interval for the mean of a gamma distribution
• Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals
• Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling

Cited In (9)

• Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions
• Sequential fixed-width confidence interval for therth power of the exponential scale parameter: Two-stage and sequential sampling procedures
• 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
• A novel sequential approach to estimate functions of parameters of two gamma populations
• Estimating a function of the scale parameter in a gamma distribution with bounded variance
• Exact Risk Evaluation of the Two-Stage Estimation of the Gamma Scale Parameter Under Bounded Risk Constraint
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• 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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