SpringerIranian Journal of Science and Technology (Sciences)1028-627631220070811SEQUENTIAL ESTIMATION IN A SUBCLASS OF EXPONENTIAL FAMILY UNDER WEIGHTED SQUARED ERROR LOSS189197232910.22099/ijsts.2007.2329ENN.NEMATOLLAHIDepartment of Statistics, Faculty of Economics, Allameh Tabataba'i University, Tehran, I. R. of IranM.JAFARI JOZANIDepartment of Statistics, Faculty of Economics, Allameh Tabataba'i University, Tehran, I. R. of IranN.MAHLOOJIDepartment of Statistics, Faculty of Economics, Allameh Tabataba'i University, Tehran, I. R. of IranJournal Article20050831In a subclass of the scale-parameter exponential family, we consider the sequential point<br />estimation of a function of the scale parameter under the loss function given as the sum of the weighted<br />squared error loss and a linear cost. For a fully sequential sampling scheme, second order expansions are<br />obtained for the expected sample size as well as for the regret of the procedure. The former researches on<br />Gamma and Exponential distributions can be deduced from our general results.http://ijsts.shirazu.ac.ir/article_2329_ef4dc04839d1c9f19b144aa44df81031.pdf