Abstract
For the generalized positive exponential family of distributions, the problems of confidence interval estimation, bounded risk point estimation, and minimum risk point estimation of the rth power of unknown parameter θ are handled. Two-stage and purely sequential methodologies are developed for the estimation purpose. Sequential procedures are developed based on the maximum likelihood estimator (MLE) of the parameter. The exact operating characteristics of these procedures are given.
ACKNOWLEDGMENT
The authors are grateful to the Editor-in-Chief, Professor Nitis Mukhopadhyay, for his valuable suggestion to add the minimum risk problem in this article, leading to an improved presentation.
DISCLOSURE
The authors have no conflicts of interest to report.