On the sequential point estimation of the mean of a gamma distribution

We consider the sequential procedure for estimating the mean of a gamma distribution when the loss function is squared error plus linear cost. In this paper our sequential estimator is shown to be asymptotically better than that given by Woodroofe (1977).

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Year of publication:	1995
Authors:	Isogai, Eiichi ; Uno, Chikara
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 22.1995, 4, p. 287-293
Publisher:	Elsevier
Keywords:	Gamma distribution Mean Sequential estimator Uniform integrability Second-order asymptotic expansion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319236