Three-Stage point Estimation Procedures For a Normal Mean

DOI10.1080/07474948708836114zbMath0622.62082OpenAlexW2019663997MaRDI QIDQ3759756

M. Al-Mahmeed, H. I. Hamdy, M. C. Costanza, Nitis Mukhopadhyay

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/07474948708836114

zbMATH Keywords

uniform integrabilitysimulation resultsnormal distributionregretunknown varianceminimum riskbounded riskThree-stage sampling proceduresrisk efficiencytriple samplingpoint estimation of the meansecond-order asymptotic expansion of risk function

Mathematics Subject Classification ID

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

Related Items (16)

Sequential estimation problems for negative exponential populations ⋮ Esquentian of the mean by three stage procedure ⋮ Three-stage minimum risk point estimation with termination defined via Gini’s mean difference ⋮ Triple stage point estimation for the exponential location parameter ⋮ 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 ⋮ Point estimation of the largest location of k negative exponential populations ⋮ A double-sequential sampling scheme ⋮ 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 ⋮ A note on two-stage point estimation in bernoulitrials ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations ⋮ Sequential estimation of linear models in three stages ⋮ Second order properties of accelerated stopping times with applications in sequential estimation ⋮ Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems ⋮ 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

• Three-stage estimation procedures for the negative exponential distributions
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Multivariate sequential point estimation
• Second order approximations for sequential point and interval estimation
• A note on three-stage and sequential point estimation puocedures for a normal mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION

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