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...

In this paper, the concept of asymptotic pointwise optimality in a single sequence of random variables provided by Bickel and Yahav [Bickel, P.J., Yahav, J.A., 1967. Asymptotically pointwise optimal procedures in sequential analysis. In: Proc Fifth Berkeley Symp. Math Statist. Prob. 1....

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...

For squared error loss plus linear cost, the problem of Bayes sequential estimation of the mean is considered. A two-stage procedure, not depending on the prior distribution, for the scale exponential family is proposed in this paper. It is shown that the proposed two-stage procedure shares the...