On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
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Publication:1359400
DOI10.1007/BF00050850zbMath0926.62069MaRDI QIDQ1359400
Nitis Mukhopadhyay, Sujay Datta
Publication date: 22 November 1999
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
distribution-freeMarkov inequalityfixed-width confidence intervalsconfidence levelsecond-order expansionspurely sequentialaccelerated sequential
Related Items (4)
SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS ⋮ On estimating the reliability after sequentially estimating the mean: The exponential case ⋮ On the convergence rate of sequential fixed-width confidence intervals for normal parameters ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations
Cites Work
- Very weak expansions for sequential confidence levels
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- Asymptotic expansions for the moments of a randomly stopped average
- Second order properties of accelerated stopping times with applications in sequential estimation
- Sequential estimation problems for negative exponential populations
- Asymptotic results for stopping times based on u-statistics
- On the convergence rate of fixed-width sequential confidence intervals
- Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic
- Asymptotic Properties of U-Statistics
- The exact approximation order in the central-limit-theorem for random summation
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- The Probability in the Tail of a Distribution
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