[Home ] [Archive]   [ فارسی ]  
:: Main :: About :: Current Issue :: Archive :: Search :: Submit :: Contact ::
:: ::
Back to the articles list Back to browse issues page
Sequential Estimation of the Scale Parameter of an Exponential Distribution under Bounded Risk Constraint
Eisa Mahmoudi , Reyhaneh Lalehzari, Ghahraman Roughani
Abstract:   (2308 Views)

We consider the purely sequential procedure for estimating the scale parameter of an exponential distribution, when the risk function is bounded by the known preassigned number. In this paper, we provide explicit formulas for the expectation of the total sample size. Also, we propose how to adjust the stopping variable so that the risk is uniformly bounded by a known preassigned number. In the end, the performances of the proposed methodology are investigated with the help of simulations.

Keywords: Bounded risk estimation, Exponential distribution, Monte Carlo simulation, Sequential estimation, Stopping variables, Purely sequential procedure
Full-Text [PDF 345 kb]   (487 Downloads)    
Type of Study: Research | Subject: Reliability
Received: 2015/04/24 | Accepted: 2016/04/16 | Published: 2017/01/1
Send email to the article author

Add your comments about this article
Your username or email:

Write the security code in the box >



XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Mahmoudi E, Lalehzari R, Roughani G. Sequential Estimation of the Scale Parameter of an Exponential Distribution under Bounded Risk Constraint. J. of Stat. Sci.. 2017; 11 (1)
URL: http://jss.irstat.ir/article-1-372-en.html
Back to the articles list Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
Persian site map - English site map - Created in 0.05 seconds with 787 queries by yektaweb 3430