On sequential point estimation of the mean of a normal distribution

zbMath0464.62079MaRDI QIDQ1154200

Michio Takada, Hisao Nagao

Publication date: 1980

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

zbMATH Keywords

meannormal distributionrisk efficiency

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (3)

On a Class of Asymptotically Risk-Efficient Sequential Procedures ⋮ Fixed width confidence region for the mean of a multivariate normal distribution ⋮ On sequential procedures for the point estimation of the mean of a normal population

Cites Work

• On stopping times of sequential estimations of the mean of a log-normal distribution
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• REMARKS ON A STOPPING TIME
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