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June, 1986 Time Sequential Estimation of the Exponential Mean Under Random Withdrawals
Joseph C. Gardiner, V. Susarla, John Van Ryzin
Ann. Statist. 14(2): 607-618 (June, 1986). DOI: 10.1214/aos/1176349941

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.

Citation

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Joseph C. Gardiner. V. Susarla. John Van Ryzin. "Time Sequential Estimation of the Exponential Mean Under Random Withdrawals." Ann. Statist. 14 (2) 607 - 618, June, 1986. https://doi.org/10.1214/aos/1176349941

Information

Published: June, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0603.62088
MathSciNet: MR840517
Digital Object Identifier: 10.1214/aos/1176349941

Subjects:
Primary: 62L12
Secondary: 62G05, 62L15

Rights: Copyright © 1986 Institute of Mathematical Statistics

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Vol.14 • No. 2 • June, 1986
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