A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

Alicja Jokiel-Rokita

Statistics & Probability Letters, 2008, vol. 78, issue 17, 3091-3095

Abstract: A problem of Bayesian sequential estimating an unknown parameter of an exponential distribution is considered. It is supposed that the loss associated with the error of estimation is asymmetric (LINEX) and the cost of observing the process is a linear function of time and the number of observations. A Bayes sequential procedure for estimating the unknown parameter is presented.

Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00273-3
Full text for ScienceDirect subscribers only

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:eee:stapro:v:78:y:2008:i:17:p:3091-3095

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().