Simulation study using Normal distribution: Suppose , and one is interested to estimate the location parameter, . Now in order to compare the efficiencies of the multistage sampling procedures we consider the bounded risk estimation problem of , for both (i) SEL and (ii) linear exponential (LINEX) loss functions. The estimate of is , and the bounded SEL and LINEX loss risk problems may be written as  and , respectively. The corresponding optimal sample sizes, with a known value of the scale parameter, , are then  and  respectively. In case s is unknown, then both the bounded risk problems may be solved using different adaptive sampling procedures.

Simulation study using Exponential distribution: Consider the exponential distribution, , with location parameter, and scale parameter as . We highlight the advantages of using sequential sampling procedures when one is interested to estimate, If  is the set of sample observations, then the best estimate of is , for both known and unknown values. Now the bounded SEL risk problem may be formulated as , while the counterpart for LINEX loss bounded risk is . The corresponding
optimal sample sizes, are  and  respectively. So with s being unknown, one may solve both these bounded risk problems using different multi-stage sampling methodologies.