EconPapers    
Economics at your fingertips  
 

Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling

Eiichi Isogai and Andreas Futschik

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 15, 3728-3733

Abstract: The paper deals with the problem of bounded risk point estimation for a linear combination of location parameters of two negative exponential distributions. Isogai and Futschik considered the situation when the location and scale parameters are all unknown. They proposed purely sequential procedures and gave second order expansions of the average sample sizes and risks. In this paper we propose three-stage procedures and derive second order expansions of the average sample sizes and risks. Further, we compare the results with those from previous work.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1361990 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:47:y:2018:i:15:p:3728-3733

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1361990

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
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:47:y:2018:i:15:p:3728-3733