- Volume 5 Issue 2
Three Stage Estimation for the Mean of a One-Parameter Exponential Family
- M. AlMahmeed (Department of Quantitative Methods and Information systems, Kuwait University) ;
- A. Al-Hessainan (Kuwait University) ;
- Son, M.S. (Department of Mathematics and Statistics, University of Vermont) ;
- H. I. Hamdy (Department of Quantitative methods and Information Systems, Kuwait University)
- Published : 1998.08.01
This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness
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