Sequential point and interval estimation of scale parameter of exponential distribution

DOI10.1155/S0161171295000470MaRDI QIDQ1805140zbMATH OpenFDO

Authors Z. Govindarajulu

Publication date 3 July 1995

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/47197

zbMATH Keywords

exact expressionsfixed width confidence intervalslinear costlocationnegative exponential distributionquadratic lossscalesecond order asymptotic expressionsstopping time

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Review text

Summary: Sequential fixed width confidence intervals are obtained for the scale parameter \(\sigma\) when the location parameter \(\theta\) of the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed- width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.

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(16)

• The convergence rate of fixed-width sequential confidence intervals for a parameter of an exponential distribution
• Fixed Precision Estimation of a Positive Location Parameter of a Negative Exponential Population
• Sequential confidence intervals for moment estimates in exponential distribution families
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