The problem of Bayes sequential estimation of the unknown parameter in a particular exponential family of distributions is considered under linear exponential loss function for estimation error and a fixed cost for each observation. Instead of fully sequential sampling, a two-stage sampling...

The problem of Bayes sequential interval estimation of the mean of a normal distribution with known variance is considered. An interval estimation procedure, which does not depend on the prior distribution, with deterministic stopping rule is proposed in this paper. It is shown that the proposed...