A TWO STAGE PROCEDURE FOR ESTIMATING THE SIZE OF A TRUNCATED EXPONENTIAL SAMPLE |
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Authors: | Dan A Watson Saul Blumenthal |
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Institution: | Environmental Services Division, Texas Instruments Inc., Dallas, Texas;University of Illinois at Urbana-Champaign |
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Abstract: | Let X1, …, XN be i.i.d. exponential random variables with unknown scale parameter θ. If one can observe only those Xi in (0, T0), an estimate of N based on the J observations obtained has a variance which explodes as θ→θC. Using θC based on the observations in (0, T0) T is computed and all Xi in (0, ) are observed. An estimate of N based on all observations in (0, ) has a bounded variance where the bound can be adjusted by proper choice of . |
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