Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics

被引：5

作者：

Mukhopadhyay, Nitis ^{[1
]}

Banerjee, Soumik ^{[1
]}

机构：

[1] Univ Connecticut, Dept Stat, Austin Bldg U-4120,215 Glenbrook Rd, Storrs, CT 06269 USA

来源：

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS | 2019年 / 38卷 / 04期

关键词：

First-order properties; linear cost; Linex loss; minimum risk; nonlinear renewal theory; regret; risk efficiency; second-order properties; sequential; simulations; EXPONENTIAL-DISTRIBUTION; RENEWAL THEORY; ILLUSTRATIONS; PARAMETER; LOCATION; 2-STAGE; THEOREM;

D O I：

10.1080/07474946.2019.1686937

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We have designed a sequential minimum risk point estimation (MRPE) strategy for the unknown mean of a normal population having its variance unknown too. This is developed under a Linex loss plus linear cost of sampling. A number of important asymptotic first-order and asymptotic second-order properties' characteristics have been developed and proved thoroughly. Extensive sets of simulations tend to validate nearly all of these asymptotic properties for small to medium to large optimal fixed sample sizes.

引用

页码：461 / 479

页数：19

共 20 条

[1] Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics
Banerjee, Soumik
Mukhopadhyay, Nitis
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2021, 40 (03): : 336 - 369
[2] Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
Hu, Jun
Mukhopadhyay, Nitis
JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2019, 2 (01) : 81 - 104
[3] Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
Jun Hu
Nitis Mukhopadhyay
Japanese Journal of Statistics and Data Science, 2019, 2 : 81 - 104
[4] Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
Mukhopadhyay, Nitis
Khariton, Yakov
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2020, 39 (02): : 241 - 268
[5] Sequential point estimation of normal mean under LINEX loss function
Takada, Y
METRIKA, 2000, 52 (02) : 163 - 171
[6] Sequential point estimation of normal mean under LINEX loss function
Yoshikazu Takada
Metrika, 2000, 52 : 163 - 171
[7] On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
Nitis Mukhopadhyay
Srawan Kumar Bishnoi
METRON, 2020, 78 : 383 - 409
[8] On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
Mukhopadhyay, Nitis
Bishnoi, Srawan Kumar
METRON-INTERNATIONAL JOURNAL OF STATISTICS, 2020, 78 (03): : 383 - 409
[9] Two-stage and purely sequential minimum risk point estimation of the scale parameter of a family of distributions under modified LINEX loss plus sampling cost
Joshi, Neeraj
Bapat, Sudeep R.
Sengupta, Raghu Nandan
METRIKA, 2024,
[10] A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
Mukhopadhyay, Nitis
Wang, Zhe
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2019, 38 (04): : 480 - 502

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