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- W1997540119 abstract "Abstract In this paper we consider the problem of estimating θ=aμ+bσ based on a sample from a normal population with unknown mean μ and variance σ2. The loss function is the squared error plus the linear cost of sampling. We propose a class of estimators including those given by Ghosh and Mukhopadhyay (1989, South African Statist. J. 23, 251–268) and obtain second-order asymptotic expansions of the risks associated with the corresponding sequential estimators, from which Theorem 3.1 of Ghosh and Mukhopadhyay (1989) is derived. Further, we propose bias-corrected sequential estimators which reduce the risks as compared with the original sequential estimators." @default.
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- W1997540119 date "2001-01-01" @default.
- W1997540119 modified "2023-09-27" @default.
- W1997540119 title "Improved sequential procedures for estimating the percentile of a normal distribution" @default.
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- W1997540119 doi "https://doi.org/10.1016/s0378-3758(00)00150-6" @default.
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