Abstract

Mukhopadhyay (1987) considered sequential procedure for the point estimation of the parameter θ in a U(0, θ) distribution under quadratic Joss. Given a random sample X1, ..., Xn of size n, he used Tn = max ( X1 , ... , Xn) to estimate θ In the present note, a sequential procedure based of UMVUE of θ is proposed. The asymptotic properties of the proposed procedure are established and its advantages over Mukhopadhyay's procedure are discussed.

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