A note on three-stage and sequential point estimation puocedures for a normal mean

DOI10.1080/07474948508836084zbMath0577.62076OpenAlexW2071156499MaRDI QIDQ3698113

Nitis Mukhopadhyay

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/07474948508836084

zbMATH Keywords

asymptotic expansionsmeannormal distributionsquared error losssequential samplingthree-stage procedureunknown variancebounded risktriple sampling

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (17)

Sequential estimation problems for negative exponential populations ⋮ Three-stage minimum risk point estimation with termination defined via Gini’s mean difference ⋮ Triple stage point estimation for the exponential location parameter ⋮ Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution ⋮ A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data ⋮ Three-Stage point Estimation Procedures For a Normal Mean ⋮ Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption ⋮ A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ Multi-stage point and interval estimation of the largest mean of k normal populations and the associated second-order properties ⋮ Triple sampling procedure for estimating the scale parameters of pareto distributions ⋮ A note on two-stage point estimation in bernoulitrials ⋮ Multi-stage point estimation of the mean of an inverse Gaussian distribution ⋮ Asymptotically bounded regret sequential estimation of the mean ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics ⋮ THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION

Cites Work

• Unnamed Item
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Multivariate sequential point estimation
• Second order approximations for sequential point and interval estimation
• The exact approximation order in the central-limit-theorem for random summation
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION

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