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Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions
We reconsider the problem of constructing interval estimate of fixed proportional accuracy as introduced in Bose and Boukai (1993b). We discuss two approaches to make their fully sequential procedure… Expand
Bias corrected sequential estimation for the mean of nef-pvf distributions
Let denote the class of natural exponential family of distributions having power variance function. An appropriate sequential procedure for estimating the mean μ of under a combined loss of weighted… Expand