Sequential and Two-Stage Procedures for Selecting the Better Exponential Population Covering the Case of Unknown and Unequal Scale Parameters
Article Abstract:
First and second order asymptotic efficiency is achieved for the selection of the larger location parameter of two exponential distributions. A two-stage procedure is proposed when scale parameters are unknown and unequal. The probability of correct selection is achieved.
Publication Name: Journal of Statistical Planning and Inference
Subject: Business
ISSN: 0378-3758
Year: 1984
User Contributions:
Comment about this article or add new information about this topic:
Estimating the Probability of Winning (Losing) in a Gambler's Ruin Problem with Applications
Article Abstract:
Formulation is provided for the classical gambler's ruin problem. Application is made to queuing theory, epidemic theory, and in clustering and branching models. Maximum likelihood estimation is studied to find the variance and bias.
Publication Name: Journal of Statistical Planning and Inference
Subject: Business
ISSN: 0378-3758
Year: 1984
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Log-normality and arbitrage free bounds on the distribution range of zero-coupon pure discount bond returns. Arbitrage, risk premium, and cointegration tests of the efficiency of futures markets
- Abstracts: Seasonality and consumption-based asset pricing. Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution: an irrelevance result
- Abstracts: Power and international accounting standard setting: Evidence from segment reporting and intangible assets projects
- Abstracts: Scripts for Outbound Telemarketing. A Master at Closing: The Star Telerep. Telemarketing Sans Scripts
- Abstracts: Husband-Wife Influence in Selecting a Family Professional. Concurrent Validity of a Measure of Innovative Cognitive Style