| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154590 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
A problem of Bayesian sequential estimating an unknown parameter of an exponential distribution is considered. It is supposed that the loss associated with the error of estimation is asymmetric (LINEX) and the cost of observing the process is a linear function of time and the number of observations. A Bayes sequential procedure for estimating the unknown parameter is presented.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alicja Jokiel-Rokita,