We propose a sequential procedure for estimating with prescribed proportional accuracy one parameter in a class of two-parameter exponential family of distributions. We study the properties of the resulting stopping time and provide second-order analysis of the coverage probability associated with it by using Edgeworth expansion.
Publié le : 1996-08-14
Classification:
Stopping time,
confidence interval,
coverage probability,
Edgeworth expansion,
second order asymptotic,
62L12,
62F12
@article{1032298295,
author = {Bose, Arup and Boukai, Benzion},
title = {Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 1792-1803},
language = {en},
url = {http://dml.mathdoc.fr/item/1032298295}
}
Bose, Arup; Boukai, Benzion. Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions. Ann. Statist., Tome 24 (1996) no. 6, pp. 1792-1803. http://gdmltest.u-ga.fr/item/1032298295/