On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
Nitis Mukhopadhyay · Calcutta Statistical Association Bulletin · 1982
Mukhopadhyay's (1974) sequential procedure for estimating the location parameter of a negnive exponential distribution is further analyzed in the case of point estimation. Two main results are summarized in Theorems 1 and 2, and sbcse study asymptotic behaviors of the “regret”.