sequential risk-efficient estimation of the parameter in the uniform density顺序risk-efficient估计参数的均匀密度.pdfVIP

Internat. J. Math. Math. Sci. Vol. 23, No. 6 (2000) 415–423 S0161171200002374 © Hindawi Publishing Corp. SEQUENTIAL RISK-EFFICIENT ESTIMATION OF THE PARAMETER IN THE UNIFORM DENSITY Z. GOVINDARAJULU (Received 7 October 1997 and in revised form 22 October 1998) Abstract. We develop a risk-efficient sequential procedure for estimating the parameter θ of the uniform density on (0,θ). We give explicit expressions for the distribution of the stopping time and derive it