The Annals of Statistics

Time Sequential Estimation of the Exponential Mean Under Random Withdrawals

Joseph C. Gardiner, V. Susarla, and John Van Ryzin

Full-text: Open access

Abstract

In the context of lifetesting, an asymptotically risk-efficient procedure for the estimation of the exponential mean lifetime is considered when the survival times of the units are subject to random censorship. The loss function is the sum of squared error due to estimation, cost of recruitment of the units, and cost of total time on test. Asymptotic properties of the sequential estimator and stopping time are described as the per unit cost of total time on test decreases to zero.

Article information

Source
Ann. Statist., Volume 14, Number 2 (1986), 607-618.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176349941

Digital Object Identifier
doi:10.1214/aos/1176349941

Mathematical Reviews number (MathSciNet)
MR840517

Zentralblatt MATH identifier
0603.62088

JSTOR
links.jstor.org

Subjects
Primary: 62L12: Sequential estimation
Secondary: 62L15: Optimal stopping [See also 60G40, 91A60] 62G05: Estimation

Keywords
Asymptotic normality martingale order statistics

Citation

Gardiner, Joseph C.; Susarla, V.; Ryzin, John Van. Time Sequential Estimation of the Exponential Mean Under Random Withdrawals. Ann. Statist. 14 (1986), no. 2, 607--618. doi:10.1214/aos/1176349941. https://projecteuclid.org/euclid.aos/1176349941


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