Advances and Applications in Statistics
Volume 5, Issue 3, Pages 325 - 339
(December 2005)
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TWO STAGE DESIGN FOR ESTIMATION OF MEAN DIFFERENCE IN THE EXPONENTIAL FAMILY
Mekki Terbeche (Algeria) and Broderick O. Oluyede (U. S. A.)
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Abstract: A two stage procedure for estimating the difference of means of two independent populations from the one parameter exponential family with quadratic loss and Bayes risk associated with costs ciof one observation from population i = 1, 2,is investigated. The design is shown to be asymptotically optimal. Numerical comparisons are given and indicate that the proposed design performs much better than the best fixed design. |
Keywords and phrases: Bayes risk, Doob?s inequality, one parameter exponential families, uniform integrability. |
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