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On the SPRT for the mean of an exponential distribution

โœ Scribed by Wolfgan Stadje


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
227 KB
Volume
5
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES


Large deviations of the winsorized mean
โœ Stephen A. Book ๐Ÿ“‚ Article ๐Ÿ“… 1974 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 291 KB

## Abstract An asymptotic representation for large deviation probabilities of the Winsorized mean of a sequence of independent, identically distributed exponential random variables is derived. The Winsorized mean, a linear combination of exponential order statistics, is first transformed into a wei