A \(k\)-stage sequential sampling procedure for estimation of normal mean
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Publication:1378767
DOI10.1016/S0378-3758(97)00048-7zbMath0915.62068MaRDI QIDQ1378767
Publication date: 30 June 1999
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Related Items (10)
Interval Estimation Approach to Counting by Weighing: A Sequential Scheme ⋮ Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study ⋮ Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure ⋮ Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption ⋮ A note on Hall's triple sampling procedure: a multiple sample second order sequential analogue of the Behrens--Fisher problem ⋮ Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution ⋮ Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean ⋮ Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings ⋮ A k-stage procedure for estimating the mean vector of a multivariate normal population ⋮ Counting by Weighing: An Alternative Sampling Scheme
Cites Work
- Fixed-width simultaneous confidence intervals for all-pairwise comparisons
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Second order approximations for sequential point and interval estimation
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- ESTIMATION BY DOUBLE SAMPLING
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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