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Statistics Colloquium: Dr. Shelemyahu Zacks

Binghamton University

Friday, November 17, 2017
11:00 AM - 12:00 PM
On Campus : MP401

Title: On Exact Properties of Two-Stage and Sequential Estimation of the Mean of a Normal Distribution Under LINEX Loss Function

Abstract: We consider the Estimation of the mean of a normal distribution, when the variance is unknown, under a LINEX loss. We propose a two-stage and a sequential sampling procedures, in order that the risk of the estimator at stopping will be bounded by a given value. In each sampling procedure we develop the exact distribution of the required sample size, the bias and the risk of the proposed estimator at stopping.

The lecture is based on a paper of S. Zacks and N. Mukhopadhyay, Comm. In Stat.: Theory and Methods38: 2992-3014 (2009).