Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions

Bose, Arup ; Boukai, Benzion (1996) Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions Annals of Statistics, 24 (4). pp. 1792-1803. ISSN 0090-5364

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Abstract

We propose a sequential procedure for estimating with prescribed proportional accuracy one parameter in a class of two-parameter exponential family of distributions. We study the properties of the resulting stopping time and provide second-order analysis of the coverage probability associated with it by using Edgeworth expansion.

Item Type:Article
Source:Copyright of this article belongs to Institute of Mathematical Statistics.
Keywords:Stopping Time; Confidence Interval; Coverage Probability; Edgeworth Expansion; Second Order Asymptotic
ID Code:68781
Deposited On:07 Nov 2011 04:27
Last Modified:07 Nov 2011 04:27

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