论文信息 - Asymptotic optimality in sequential interval estimation

Asymptotic optimality in sequential interval estimation

The problem of setting a fixed width confidence interval for the mean of a normal distribution with unknown variance is considered. Several procedures are reviewed. An asymptotic lower bound for the expected sample size of any sequential sampling plan with the specified confidence coefficient is obtained as the width of the interval decreases to 0.

Michael Woodroofe | M. Woodroofe

[1] N. Starr. The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean , 1966 .

[2] M. Finster. Estimation in the General Linear Model when the Accuracy is Specified Before Data Collection , 1985 .

[3] Peter Hall,et al. Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean , 1981 .

[4] A. Wald,et al. Sequential Confidence Intervals for the Mean of a Normal Distribution with Known Variance , 1947 .

[5] M. Woodroofe. Second Order Approximations for Sequential Point and Interval Estimation , 1977 .

[6] M. Woodroofe,et al. Remarks on a stopping time. , 1968, Proceedings of the National Academy of Sciences of the United States of America.

[7] G. Simons. On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean , 1968 .

[8] C. Stein. A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance , 1945 .