TY - JOUR
ID - 2329
TI - SEQUENTIAL ESTIMATION IN A SUBCLASS OF EXPONENTIAL FAMILY UNDER WEIGHTED SQUARED ERROR LOSS
JO - Iranian Journal of Science and Technology (Sciences)
JA - IJSTS
LA - en
SN - 1028-6276
AU - NEMATOLLAHI, N.
AU - JAFARI JOZANI, M.
AU - MAHLOOJI, N.
AD - Department of Statistics, Faculty of Economics, Allameh Tabataba'i University, Tehran, I. R. of Iran
Y1 - 2007
PY - 2007
VL - 31
IS - 2
SP - 189
EP - 197
KW - Sequential estimation
KW - stopping rule
KW - regret analysis
KW - exponential family
KW - transformed chi-square
distribution
DO - 10.22099/ijsts.2007.2329
N2 - In a subclass of the scale-parameter exponential family, we consider the sequential pointestimation of a function of the scale parameter under the loss function given as the sum of the weightedsquared error loss and a linear cost. For a fully sequential sampling scheme, second order expansions areobtained for the expected sample size as well as for the regret of the procedure. The former researches onGamma and Exponential distributions can be deduced from our general results.
UR - http://ijsts.shirazu.ac.ir/article_2329.html
L1 - http://ijsts.shirazu.ac.ir/article_2329_ef4dc04839d1c9f19b144aa44df81031.pdf
ER -