Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Sequential Analysis-Design Methods and Applications Pub Date : 2019-10-02 DOI:10.1080/07474946.2019.1686937

N. Mukhopadhyay, Soumik Banerjee

引用次数: 3

Abstract

Abstract We have designed a sequential minimum risk point estimation (MRPE) strategy for the unknown mean of a normal population having its variance unknown too. This is developed under a Linex loss plus linear cost of sampling. A number of important asymptotic first-order and asymptotic second-order properties' characteristics have been developed and proved thoroughly. Extensive sets of simulations tend to validate nearly all of these asymptotic properties for small to medium to large optimal fixed sample sizes.

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Linex损失加采样代价下正态均值的序贯最小风险点估计方法:一阶和二阶渐近性

摘要针对方差未知的正态群体的未知均值，我们设计了一种序列最小风险点估计（MRPE）策略。这是在Linex损耗加上线性采样成本的情况下开发的。已经发展并充分证明了许多重要的渐近一阶和渐近二阶性质的性质。大量的模拟往往会验证从小到中到大的最优固定样本量的几乎所有这些渐近性质。

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.