TY  - JOUR
AU  - Tahir, Mohamed 
PY  - 2014
TI  - SEQUENTIAL ESTIMATION OF THE SQUARE OF THE RAYLEIGH PARAMETER
JF  - Journal of Mathematics and Statistics
VL  - 10
IS  - 2
DO  - 10.3844/jmssp.2014.275.280
UR  - https://thescipub.com/abstract/jmssp.2014.275.280
AB  - 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.