Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different
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Publication:3006702
DOI10.1080/07474946.2011.563706zbMath1291.62146OpenAlexW2035005381MaRDI QIDQ3006702
Makoto Aoshima, Yuko Kobayashi, Nitis Mukhopadhyay
Publication date: 20 June 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2011.563706
Related Items (3)
Exact Evaluation of Two-Stage Procedures for Estimating the Difference Between Two Normal Means ⋮ Exact Evaluation of Two-Stage Stein-Like Procedures – Review ⋮ Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis
Cites Work
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- Double shrink methodologies to determine the sample size via covariance structures
- A Two-Stage Procedure for the Behrens-Fisher Problem
- On the Distribution of the Difference of Two t-Variables
- Two_stage procedures for estimating a linear function of multinormal mean vectors
- TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
- On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means
- Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
- On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
- Some two Sample Tests
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
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