Two-stage estimation of the combination of location and scale parameter of the exponential distribution under the constraint of bounded risk per unit cost index

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Sequential Analysis-Design Methods and Applications Pub Date : 2023-07-03 DOI:10.1080/07474946.2023.2201607

E. Mahmoudi, Zahra Nemati, Ashkan Khalifeh

引用次数: 0

Abstract

Abstract We consider the problem of bounded risk point estimation for the linear combination of the form where and are the location and scale parameters of a exponential distribution and and are constant. We aim to estimate under the modified squared error loss function using the constraint that the risk per unit cost is bounded above with fixed preassigned, . The two-stage sequential sampling is proposed for estimating The performances of the proposed methodologies are investigated with the help of simulations. Finally, using an actual dataset, the procedure is clearly illustrated.

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在单位成本有界风险指标约束下，结合区位和规模参数的指数分布的两阶段估计

摘要考虑一类线性组合的有界风险点估计问题，其中和为指数分布的位置参数和尺度参数，和为常数。我们的目标是在修正的平方误差损失函数下，利用单位成本的风险在上有界的约束和固定的预分配，进行估计。提出了两阶段序贯抽样的估计方法，并通过仿真研究了该方法的性能。最后，使用实际数据集，清楚地说明了该过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Sequential Analysis-Design Methods and Applications STATISTICS & PROBABILITY-

CiteScore

1.40

自引率

12.50%

发文量

期刊介绍： The purpose of Sequential Analysis is to contribute to theoretical and applied aspects of sequential methodologies in all areas of statistical science. Published papers highlight the development of new and important sequential approaches. Interdisciplinary articles that emphasize the methodology of practical value to applied researchers and statistical consultants are highly encouraged. Papers that cover contemporary areas of applications including animal abundance, bioequivalence, communication science, computer simulations, data mining, directional data, disease mapping, environmental sampling, genome, imaging, microarrays, networking, parallel processing, pest management, sonar detection, spatial statistics, tracking, and engineering are deemed especially important. Of particular value are expository review articles that critically synthesize broad-based statistical issues. Papers on case-studies are also considered. All papers are refereed.