On stopping times of sequential estimations of the mean of a log-normal distribution

DOI10.1007/BF02480341zbMath0452.62072MaRDI QIDQ1148644

Hisao Nagao

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stopping timesfixed precision estimationestimations of mean of log-normal distributionprescribed proportional closenessreverse submartingales

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (4)

On sequential point estimation of the mean of a normal distribution ⋮ On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure ⋮ A stochastic approach to risk management for prostate cancer patients on active surveillance ⋮ Sequential Fixed-Width Confidence Bounds for some Subset of parameters

Cites Work

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• Sequential point estimation of the mean when the distribution is unspecified
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential Estimation of the Mean of a Log-Normal Distribution Having a Prescribed Proportional Closeness
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean

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