Sequential point and interval estimation of scale parameter of exponential distribution

Z. Govindarajulu

International Journal of Mathematics and Mathematical Sciences, 1995, vol. 18, 1-8

Abstract:

Sequential fixed-width confidence intervals are obtained for the scale parameter σ when the location parameter θ 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.

Date: 1995
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJMMS/18/835794.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJMMS/18/835794.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:835794

DOI: 10.1155/S0161171295000470

Access Statistics for this article

More articles in International Journal of Mathematics and Mathematical Sciences from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().