Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance

DOI10.1081/SQA-200039002zbMath1054.62095OpenAlexW2067047825MaRDI QIDQ3155711

Nitis Mukhopadhyay, Greg Cicconetti

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-200039002

zbMATH Keywords

Fisher informationnormal distributionsequential samplingPoisson meangestation timepreassigned risk bound

Mathematics Subject Classification ID

Point estimation (62F10) Sequential estimation (62L12)

Related Items (4)

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Cites Work

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• Sequential shrinkage estimation
• Asymptotic efficiency of minimum variance unbiased estimators
• Extended renewal theory and moment convergence in Anscombe's theorem
• Asymptotic equivalence of two estimators for an exponential family
• The ergodic theorem
• On two-stage james-stein sstimators
• Sequential shrinkage estimation of the difference between two multivariate normal means
• Sequential shrinkage estimation in the general linear model
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A General Method of Determining Fixed-Width Confidence Intervals
• Further Remarks on Sequential Estimation: The Exponential Case

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