Abstract.
A sequential point estimation of the mean of a normal distribution is considered under LINEX loss function. The regret of sequential procedures are obtained. Furthermore, it is shown that a sequential procedure with the sample mean as an estimate is asymptotically inadmissible. An accerelated stopping time is also considered.
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Received: December 1999
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Takada, Y. Sequential point estimation of normal mean under LINEX loss function. Metrika 52, 163–171 (2000). https://doi.org/10.1007/s001840000074
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DOI: https://doi.org/10.1007/s001840000074