Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure
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 p...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Springer
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
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| Online Access: | https://www.atlantis-press.com/article/125916708/view |
| _version_ | 1818139256440225792 |
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| author | Eisa Mahmoudi Ghahraman Roughani Ashkan Khalifeh |
| author_facet | Eisa Mahmoudi Ghahraman Roughani Ashkan Khalifeh |
| author_sort | Eisa Mahmoudi |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-11T10:25:12Z |
| format | Article |
| id | doaj.art-f6afd24f4a41416197d0ad39f272418e |
| institution | Directory Open Access Journal |
| issn | 2214-1766 |
| language | English |
| last_indexed | 2024-12-11T10:25:12Z |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-f6afd24f4a41416197d0ad39f272418e2022-12-22T01:11:12ZengSpringerJournal of Statistical Theory and Applications (JSTA)2214-176610.2991/jsta.d.190818.005Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling ProcedureEisa MahmoudiGhahraman RoughaniAshkan KhalifehWe 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.https://www.atlantis-press.com/article/125916708/viewBounded risk estimationGamma distributionSequential estimationStopping variableTwo-stage samplingPurely sequential procedure |
| spellingShingle | Eisa Mahmoudi Ghahraman Roughani Ashkan Khalifeh Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure Journal of Statistical Theory and Applications (JSTA) Bounded risk estimation Gamma distribution Sequential estimation Stopping variable Two-stage sampling Purely sequential procedure |
| title | Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure |
| title_full | Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure |
| title_fullStr | Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure |
| title_full_unstemmed | Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure |
| title_short | Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure |
| title_sort | bounded risk estimation of the gamma scale parameter in a purely sequential sampling procedure |
| topic | Bounded risk estimation Gamma distribution Sequential estimation Stopping variable Two-stage sampling Purely sequential procedure |
| url | https://www.atlantis-press.com/article/125916708/view |
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