Title of article
SEQUENTIAL ESTIMATION IN A SUBCLASS OF EXPONENTIAL FAMILY UNDER WEIGHTED SQUARED ERROR LOSS
Author/Authors
NEMATOLLAHI، N نويسنده Department of Statistics, Faculty of Economics, Allameh Tabatabai University, Tehran, I. R. of Iran , , JAFARI JOZANI، M نويسنده Department of Statistics, Faculty of Economics, Allameh Tabatabai University, Tehran, I. R. of Iran , , MAHLOOJI، N نويسنده Department of Statistics, Faculty of Economics, Allameh Tabatabai University, Tehran, I. R. of Iran ,
Issue Information
فصلنامه با شماره پیاپی 0 سال 2007
Pages
9
From page
189
To page
197
Abstract
In a subclass of the scale-parameter exponential family, we consider the sequential point
estimation of a function of the scale parameter under the loss function given as the sum of the weighted
squared error loss and a linear cost. For a fully sequential sampling scheme, second order expansions are
obtained for the expected sample size as well as for the regret of the procedure. The former researches on
Gamma and Exponential distributions can be deduced from our general results.
Journal title
Iranian Journal of Science and Technology Transaction A: Science
Serial Year
2007
Journal title
Iranian Journal of Science and Technology Transaction A: Science
Record number
1983605
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