@article {10.3844/jmssp.2014.275.280, article_type = {journal}, title = {SEQUENTIAL ESTIMATION OF THE SQUARE OF THE RAYLEIGH PARAMETER}, author = {Tahir, Mohamed}, volume = {10}, year = {2014}, month = {Jun}, pages = {275-280}, doi = {10.3844/jmssp.2014.275.280}, url = {https://thescipub.com/abstract/jmssp.2014.275.280}, abstract = {The problem addressed is that of sequentially estimating the square of the parameter of the Rayleigh distribution, subject to a weighted squared loss plus cost of sampling. We propose a sequential procedure and provide a second-order asymptotic expansion for the incurred regret. It is seen that the asymptotic regret is negative for a range of values of the parameter.}, journal = {Journal of Mathematics and Statistics}, publisher = {Science Publications} }