Accession Number:

ADA123913

Title:

Risk-Efficient Estimation of the Mean Exponential Survival Time under Random Censoring,

Descriptive Note:

Corporate Author:

MICHIGAN STATE UNIV EAST LANSING DEPT OF STATISTICS AND PROBABILITY

Personal Author(s):

Report Date:

1983-01-01

Pagination or Media Count:

15.0

Abstract:

The paper proposes a sequential estimator theta of the parameter theta of an exponential distribution when the data is censored. Without any further conditions, it is shown that theta is asymptotically risk efficient when the loss is measured by the squared error loss of estimation of theta plus a linear cost function of the number of observations. In addition, it is shown that theta is asymptotically normal as the cost per observation to zero. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE