JSM 2005 - Toronto

Abstract #304563

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 65
Type: Contributed
Date/Time: Sunday, August 7, 2005 : 4:00 PM to 5:50 PM
Sponsor: General Methodology
Abstract - #304563
Title: Exact Bounded Risk Two-stage Estimation under Dependent Terminal Sample Size and Estimator
Author(s): William Pepe*+ and Nitis Mukhopadhyay
Companies: University of Connecticut and University of Connecticut
Address: 215 Glenbrook Road , Storrs, CT, 06269-4120, United States
Keywords: exponential mean ; normal variance ; negative exponential mean ; negative exponential scale ; exact risk bound ; double sampling
Abstract:

Suppose we have independent observations with a common exponential distribution and a mean of ?. Sequentially estimating the mean parameter is an important problem and has attracted attention from many authors. Having recorded observations, suppose the loss function in estimating is given by squared error. Given a preassigned number, our goal is to make the associated risk less than this number. We propose a two-stage sampling design. The performances of the proposed methodology are investigated with the help of simulations. Illustrations also are included with the help of data from a multicenter clinical trial involving patients with acute myeloctic leukemia prepared for transplantation with a radiation-free conditioning regimen.


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