On the sequential point estimation of the mean of a gamma distribution

Eiichi Isogai and Chikara Uno

Statistics & Probability Letters, 1995, vol. 22, issue 4, 287-293

Abstract: We consider the sequential procedure for estimating the mean of a gamma distribution when the loss function is squared error plus linear cost. In this paper our sequential estimator is shown to be asymptotically better than that given by Woodroofe (1977).

Keywords: Gamma; distribution; Mean; Sequential; estimator; Uniform; integrability; Second-order; asymptotic; expansion (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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