Invariant Sequential Estimation of the Exponential Mean Life from the Ordered Observations
本文针对观测值序贯到达的情形，推导了指数分布平均寿命的最佳不变序贯估计，并发现当成本函数与观测时间成正比且采用相对平方误差损失时，最佳不变规则为固定样本量规则。
Abstract This paper derives the best invariant sequential estimate of exponential mean life for the situation where observations become available sequentially. If a cost function proportional to the observed time and relative squared error loss are adopted, it turns out that the best invariant rule is a fixed sample size rule. Key Words: Invariant sequential ruleExponential distributionOrder statisticsLife testing