加权功率绝对误差损失加代价下正态均值函数的最小风险点估计:一阶和二阶渐近性

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Sequential Analysis-Design Methods and Applications Pub Date : 2021-07-03 DOI:10.1080/07474946.2021.1940496

Soumik Banerjee, N. Mukhopadhyay

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引用次数: 4

摘要

摘要针对方差未知的正常总体中未知均值函数，设计了多阶段最小风险点估计策略。这些是在加权功率绝对误差损失(PAEL)函数和非线性采样成本下通过合并纯顺序，加速顺序和三阶段估计方法开发的。在所有三种MRPE策略下，都充分证明了关键的渐近一阶和渐近二阶性质。广泛的模拟集倾向于验证小到中到大的最佳固定样本量几乎所有理想的渐近性质。

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Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics

Abstract We have designed multistage minimum risk point estimation (MRPE) strategies for a function of an unknown mean in a normal population with its variance unknown. These are developed under a weighted power absolute error loss (PAEL) function plus nonlinear cost of sampling by incorporating purely sequential, accelerated sequential, and three-stage estimation methodologies. Crucial asymptotic first-order and asymptotic second-order properties have been proved thoroughly under all three MRPE strategies. Extensive sets of simulations tend to validate nearly all desirable asymptotic properties for small to medium to large optimal fixed sample sizes.

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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.