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

DOI10.1080/07474946.2015.995968MaRDI QIDQ4982001zbMATH OpenOpenAlexFDO

Authors 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

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)

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• Exact risk evaluation of the two-stage estimation of the gamma scale parameter under bounded risk constraint
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Cites work

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

Cited in

(10)

• Estimating a function of the scale parameter in a gamma distribution with bounded variance
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• 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
• 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
• Two-stage and sequential estimation of the scale parameter of a gamma distribution with fixed-width intervals
• Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions
• A novel sequential approach to estimate functions of parameters of two gamma populations
• 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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