Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals

被引：18

作者：

Zacks, S. ^{[1
]}

Khan, Rasul A. ^{[2
]}

机构：

[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

[2] Cleveland State Univ, Dept Math, Cleveland, OH 44115 USA

来源：

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS | 2011年 / 30卷 / 03期

关键词：

Confidence intervals; Coverage probability; Distribution; Fixed-width; Gamma; Sequential; Stopping time; Two-stage;

D O I：

10.1080/07474946.2011.593920

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：

Two-stage and sequential procedures are developed for fixed-width interval estimation of the parameter beta in a gamma distribution G(alpha, beta) when alpha is known. Exact properties are obtained for the two-stage procedure and some asymptotics and approximations are given for the operating characteristics of the sequential procedure and some numerical computations are included.

引用

页码：297 / 307

页数：11

共 50 条

[11] Fixed-Width Sequential Confidence Intervals for a Proportion
Frey, Jesse
AMERICAN STATISTICIAN, 2010, 64 (03): : 242 - 249
[12] FIXED-WIDTH CONFIDENCE-INTERVALS FOR THE LOCATION PARAMETER OF AN EXPONENTIAL-DISTRIBUTION
VANWYK, JWJ
SOUTH AFRICAN STATISTICAL JOURNAL, 1981, 15 (01) : 101 - 101
[13] A SEQUENTIAL PROCEDURE FOR FIXED-WIDTH INTERVAL ESTIMATION OF MEAN OF A UNIFORM DISTRIBUTION
LAUBSCHE.NF
ANDREW, MJA
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04): : 1390 - &
[14] ON ASYMPTOTIC THEORY OF FIXED-WIDTH SEQUENTIAL CONFIDENCE INTERVALS FOR MEAN
CHOW, YS
ROBBINS, H
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 354 - +
[15] Bounded Risk Estimation of the Scale Parameter of a Gamma Distribution in a Two-Stage Sampling Procedure
Mahmoudi, Eisa
Shahraki, Ghahraman Roughani
Sequential Analysis-Design Methods and Applications, 2015, 34 (01): : 25 - 38
[16] On the classes of two-stage procedures to construct fixed-width confidence regions
Chaturvedi, A
Rani, U
STATISTICS, 1999, 32 (04) : 341 - 352
[17] Sequential nonparametric fixed-width confidence intervals for conditional quantiles
Bagui S.C.
Mehra K.L.
Krishnaiah Y.S.R.
Sequential Analysis, 2010, 29 (01) : 69 - 87
[18] FIXED-WIDTH SEQUENTIAL CONFIDENCE-INTERVAL FOR THE MEAN OF A GAMMA-DISTRIBUTION
TAKADA, Y
NAGATA, Y
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 44 (03) : 277 - 289
[19] Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution
De, Shyamal K.
Mukhopadhyay, Nitis
SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2019, 38 (02): : 214 - 258
[20] On the convergence rate of sequential fixed-width confidence intervals for normal parameters
Isogai, Eiichi
Futschik, Andreas
STATISTICS & PROBABILITY LETTERS, 2008, 78 (13) : 1826 - 1834

← 1 2 3 4 5 →