On Second-order Approximations to the Risk in Estimating the Exponential Mean by a Two-stage Procedure

Eiichi Isogai, Chikara Uno

Abstract


We consider the problem of minimum risk point estimation of the mean of an exponential distribution under the assumption that the mean exceeds some positive known number. For this problem Mukhopadhyay and Duggan (2001) proposed a two-stage procedure and provided second-order approximations to the lower and upper bounds for the regret. Under the same set up we give second-order approximations to the regret and compare our approximations with those of them. It turns out that our bounds for the regret are sharper. We also propose a bias-corrected procedure which reduces the risk.


Full Text: PDF DOI: 10.5539/ijsp.v1n2p47

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

International Journal of Statistics and Probability   ISSN 1927-7032(Print)   ISSN 1927-7040(Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.

----------------------------------------------------------------------------------------------------------------------------------------------------------------------

doaj_logo_new_120 proquest_logo_120images_120.