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.

Details

Title
Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure
Author
Mahmoudi, Eisa 1 ; Roughani, Ghahraman 1 ; Khalifeh, Ashkan 1 

 Yazd University, Department of Statistics, Yazd, Iran (GRID:grid.413021.5) (ISNI:0000 0004 0612 8240) 
Pages
222-235
Publication year
2019
Publication date
Sep 2019
Publisher
Springer Nature B.V.
ISSN
15387887
e-ISSN
22141766
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2912143582
Copyright
© The Authors. Published by Atlantis Press SARL 2019. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.