Bias corrected sequential estimation for the mean of nef-pvf distributions

@article{Arup1995BiasCS,
  title={Bias corrected sequential estimation for the mean of nef-pvf distributions},
  author={Bose Arup and Boukai Benzion},
  journal={Sequential Analysis},
  year={1995},
  volume={14},
  pages={307-319}
}
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 estimation error and sampling cost is proposed. The usual estimator, namely , where t is an appropriate stopping time, is shown to be biased. To remedy this deficiency, we propose a class of estimators to correct for the bias. The asymptotic properties of the suggested estimators are provided. In… Expand
3 Citations
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