 On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX LossShelemyahu Zacks and Nitis Mukhopadhyay Communications in Statistics - Theory and Methods, 2009, vol. 38, issue 16-17, 2992-3014 Abstract: In this article, we consider the bounded risk point estimation problem for the mean μ in a N(μ, σ2) distribution under a LINEX loss function. We have proposed both two-stage and sequential procedures with a goal that the associated risk functions approximately fall under a preassigned risk-bound ω (>0). Our two-stage and sequential procedures and the associated terminal estimators for μ are different from those of Takada (2006) and Chattopadhyay et al. (2005), respectively. We begin by presenting interesting asymptotic properties of the two-stage point estimator for μ followed by the exact distribution of the two-stage stopping time along with some exact properties of the terminal estimator for μ. We also develop the exact distribution of the sequential stopping time along with some exact properties of the terminal estimator for μ. In either case, the exact expressions are illustrated with numerical computations. Date: 2009 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:38:y:2009:i:16-17:p:2992-3014 Ordering information: This journal article can be ordered from DOI: 10.1080/03610920902947287 Access Statistics for this article Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.