Sequential estimation of linear combinations of the location and scale parameters in negative exponential distribution

Sequential estimation is used where the total sample size is not fix and the problem cannot solve with this fixed sample size. Sequentially estimating the mean in an exponential distribution (one and two parameter), is an important problem which has attracted attentions from authors over the years. These largely addressed an exponential distribution involving a single or two parameters. In this paper, two stage sampling, which introduced by Mukhopadhyay and Zacks (2007), is employed to estimate linear combinations of the location and scale parameters of a negative exponential distribution (two parameter) with bounded quadratic risk function. Furthermore some simulation results are provided.