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A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

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  • Jokiel-Rokita, Alicja

Abstract

A problem of Bayesian sequential estimating an unknown parameter of an exponential distribution is considered. It is supposed that the loss associated with the error of estimation is asymmetric (LINEX) and the cost of observing the process is a linear function of time and the number of observations. A Bayes sequential procedure for estimating the unknown parameter is presented.

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  • Jokiel-Rokita, Alicja, 2008. "A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3091-3095, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:3091-3095
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