Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling

ABSTRACT

The paper deals with the problem of bounded risk point estimation for a linear combination of location parameters of two negative exponential distributions. Isogai and Futschik considered the situation when the location and scale parameters are all unknown. They proposed purely sequential procedures and gave second order expansions of the average sample sizes and risks. In this paper we propose three-stage procedures and derive second order expansions of the average sample sizes and risks. Further, we compare the results with those from previous work.

KEYWORDS:

• Bounded risk
• location parameters
• negative exponential distributions
• second-order expansions
• three-stage.

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62L12
• Secondary 62L10

Acknowledgments

We would like to thank the referee for his/her comments, which led to improve readability.

Additional information

Funding

The first author was supported by JSPS KAKENHI [grant number 26400193].