Two-stage approach to Bayes sequential estimation in the exponential distribution

[[abstract]]For squared error loss plus linear cost, the problem of Bayes sequential estimation of the mean is considered. A two-stage procedure, not depending on the prior distribution, for the scale exponential family is proposed in this paper. It is shown that the proposed two-stage procedure shares the first-order efficiency properties with the fully sequential procedures for a large class of prior distributions.[[notice]]補正完畢[[journaltype]]國