期刊名称：Journal of Reliability and Statistical Studies
印刷版ISSN：0974-8024
电子版ISSN：2229-5666
出版年度：2008
卷号：1
期号：1
页码：48-53
出版社：Ankur Printing Palace
摘要：The problem of minimum risk point estimation under squared-error loss function (SELF) for the parameter associated with the generalized life distributions, is considered. The failure of fixed sample size procedure is established. Sequential procedure using uniformly minimum variance unbiased estimator (UMVUE) at both the stopping and estimation stages is developed and the second-order approximations are derived. The regret of the sequential procedure is obtained and the condition under which the regret may be negative is discussed. Finally, an improved estimator is proposed and its dominance over the UMVUE (in terms of having smaller risk) is also established
关键词：Generalized Life Distributions; Sequential Estimation; Regret; Second-order Approximations; ;Improved Estimator
