# Bias corrected sequential estimation for the mean of nef-pvf distributions

@article{Arup1995BiasCS, title={Bias corrected sequential estimation for the mean of nef-pvf distributions}, author={Bose Arup and Boukai Benzion}, journal={Sequential Analysis}, year={1995}, volume={14}, pages={307-319} }

Let denote the class of natural exponential family of distributions having power variance function. An appropriate sequential procedure for estimating the mean μ of under a combined loss of weighted estimation error and sampling cost is proposed. The usual estimator, namely , where t is an appropriate stopping time, is shown to be biased. To remedy this deficiency, we propose a class of estimators to correct for the bias. The asymptotic properties of the suggested estimators are provided. In… Expand

#### 3 Citations

An accelerated bias-corrected sequential estimation for the mean of NEF-PVF distributions

- Mathematics
- 1996

An accelerated sequential procedure for estimating the mean p in the class of the natural exponential family of distributions having power variance function (NEF-PVF), is proposed. The accelerated… Expand

Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions

- Mathematics
- 1997

For the class F0 = {Fθ : θ ϵ Θ} of natural exponential family of distributions having power variance function, an appropriate sequential procedure for constructing confidence intervals of… Expand

A note on accelerated sequential estimation of the mean of NEF-PVF distributions

- Mathematics
- 1995

The minimum risk point estimation for the mean is addressed for a natural exponential family (NEF) that also has a power variance function (PVF) under a loss function given by the squared error plus… Expand

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