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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