Research ArticleOpen accessIn the keywordsSEQUENTIAL ESTIMATION OF THE SQUARE OF THE RAYLEIGH PARAMETERMohamed TahirThe 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 of Mathematics and Statistics, Vol. 10, Issue 2 · 19 Jun 2014 · 6,439 accessesView PDFCite