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• W2057037462 abstract "Let F = {F0: 0 ϵ Θ} denote the class of natural exponential family of distributions having power variance function, (NEF-PVF). We consider the problem of sequentially estimating the mean μ of F0 ϵ F, based on i.i.d. observations from F0. We propose an appropriate sequential estimation procedure under a combined loss of estimation error and sampling cost. We provide expansion for the regret Ra and study its asymptotic properties. We show that Ra = cv2(μ) + o(1) as a → ∞, where c > 0 is a known constant and v(μ) denotes the coefficient of variation of F0." @default.
• W2057037462 created "2016-06-24" @default.
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• W2057037462 date "1997-09-01" @default.
• W2057037462 modified "2023-10-16" @default.
• W2057037462 title "Sequential estimation of the mean of NEF-PVF distributions" @default.
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• W2057037462 doi "https://doi.org/10.1016/s0378-3758(96)00197-8" @default.
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