:: Volume 11, Issue 1 (9-2017) ::
JSS 2017, 11(1): 133-148 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:   (10402 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 229 kb]   (2175 Downloads)    
Type of Study: Research | Subject: Reliability
Received: 2016/04/23 | Accepted: 2017/04/19 | Published: 2017/05/2



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Volume 11, Issue 1 (9-2017) Back to browse issues page