Name
Title | ||
|---|---|---|
Three-Stage Sequential Estimation Of The Inverse Coefficient Of Variation Of The Normal Distribution |
Abstract | ||
|---|---|---|
This paper sequentially estimates the inverse coefficient of variation of the normal distribution using Hall's three-stage procedure. We find theorems that facilitate finding a confidence interval for the inverse coefficient of variation that has pre-determined width and coverage probability. We also discuss the sensitivity of the constructed confidence interval to detect a possible shift in the inverse coefficient of variation. Finally, we find the asymptotic regret encountered in point estimation of the inverse coefficient of variation under the squared-error loss function with linear sampling cost. The asymptotic regret provides negative values, which indicate that the three-stage sampling does better than the optimal fixed sample size had the population inverse coefficient of variation been known. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.3390/computation7040069 | COMPUTATION |
Keywords | DocType | Volume |
inverse coefficient of variation, normal distribution, regret, squared-error loss function, three-stage procedure | Journal | 7 |
Issue | Citations | PageRank |
4 | 0 | 0.34 |
References | Authors | |
0 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ali Yousef | 1 | 0 | 1.01 |
| Hosny I. Hamdy | 2 | 0 | 0.68 |