Optimal sequential estimation procedures for the normal mean when the variance is known

DOI10.1016/0378-3758(82)90082-9zbMath0489.62075OpenAlexW2019125342MaRDI QIDQ1166877

Nitis Mukhopadhyay

Publication date: 1982

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(82)90082-9

zbMATH Keywords

point estimationoptimal sample sizeminimum risknormal meanfixed-width confidence intervalknown variancedegenerate random variablesoptimal sequential rule

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (1)

Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci

Cites Work

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• Multivariate sequential point estimation
• On Optimal Sequential Estimation Plans for Non-Quadratic Loss Functions
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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