Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure

DOI

10.2991/jsta.d.190818.005How to use a DOI?

Keywords

Bounded risk estimation; Gamma distribution; Sequential estimation; Stopping variable; Two-stage sampling; Purely sequential procedure

Abstract

We consider the purely sequential procedure for estimating the scale parameter of a gamma distribution with known shape parameter, when the risk function is bounded by the known preassigned number. In this paper, we provide asymptotic 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 and also by using a real data set.

Copyright

© 2019 The Authors. Published by Atlantis Press SARL.

Open Access

This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)
View full text (HTML)

TY  - JOUR
AU  - Eisa Mahmoudi
AU  - Ghahraman Roughani
AU  - Ashkan Khalifeh
PY  - 2019
DA  - 2019/08/26
TI  - Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure
JO  - Journal of Statistical Theory and Applications
SP  - 222
EP  - 235
VL  - 18
IS  - 3
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.190818.005
DO  - 10.2991/jsta.d.190818.005
ID  - Mahmoudi2019
ER  -