|
Organizers |
Sequential point estimation procedures for the transformed chi-square family of distributions
by
Ajit Chaturvedi
Department of Statistics, University of Delhi, Delhi 110007, India
Coauthors: Kh. Gopichandra Singh, Department of Statistics, University of Delhi Delhi-110007, India
Sequential point estimation procedures are developed for estimating the parameter of transformed chi- square family of distributions. Consideration is given to squared–error loss function plus linear cost of sampling. First of all, sequential procedure is developed using uniformly minimum variance unbiased estimator (UMVUE) and second- order approximations are derived for the expected sample size and risk. Then, an ‘improved’ estimator is proposed, which dominates the UMVUE. Finally, through modification in the stopping rule, ‘negative regret’ is achieved.
Key words and Phrases: Transformed chi- square family of distributions; uniformly minimum variance unbiased estimator; sequential procedures; improved estimator; negative regret
Date received: July 3, 2005
Copyright © 2005 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caqt-22.