Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions

• 成果类型: Article
• 署名作者: Bose, A; Boukai, B
• 署名单位: Purdue University System; Purdue University; Purdue University in Indianapolis
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1792-1803
• 关键词: sequential estimation

摘要

We propose a sequential procedure for estimating with prescribed proportional accuracy one parameter in a class of two-parameter exponential family of distributions, We study the properties of the resulting stopping time and provide second-order analysis of the coverage probability associated with it by using Edgeworth expansion.