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ISSN: 1549-3644 (Print)
ISSN: 1558-6359 (Online)
Research Article Open Access

SEQUENTIAL ESTIMATION OF THE SQUARE OF THE RAYLEIGH PARAMETER

Mohamed Tahir1
  • 1 University of Sharjah, United Arab Emirates

Abstract

The problem addressed is that of sequentially estimating the square of the parameter of the Rayleigh distribution, subject to a weighted squared loss plus cost of sampling. We propose a sequential procedure and provide a second-order asymptotic expansion for the incurred regret. It is seen that the asymptotic regret is negative for a range of values of the parameter.

Journal of Mathematics and Statistics
Volume 10 No. 2, 2014, 275-280

DOI: https://doi.org/10.3844/jmssp.2014.275.280

Submitted On: 11 February 2014 Published On: 19 June 2014

How to Cite: Tahir, M. (2014). SEQUENTIAL ESTIMATION OF THE SQUARE OF THE RAYLEIGH PARAMETER. Journal of Mathematics and Statistics, 10(2), 275-280. https://doi.org/10.3844/jmssp.2014.275.280

Open AccessCopyright: © 2014 Mohamed Tahir. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

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Keywords

  • Anscombe’s Theorem
  • Excess Over the Stopping Boundary
  • Hölder’s Inequality
  • Regret
  • Sequential Procedure