Esquentian of the mean by three stage procedure

DOI10.1080/07474949208836245zbMath0753.62050OpenAlexW2024968512MaRDI QIDQ4008955

Toshio Honda

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1080/07474949208836245

zbMATH Keywords

stopping timeconditional expectationTaylor's theoremuniform integrabilityloss functionexpected sample sizemean estimationoptimal sample sizeminimum risksecond order asymptotic expansionsthree stage procedure

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (5)

A three-stage procedure based on bootstrap critical points ⋮ Note on an improvement in two stage sampling scheme ⋮ A note on two-stage point estimation in bernoulitrials ⋮ Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions ⋮ THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION

Cites Work

• Unnamed Item
• Sequential determination of estimator as well as sample size
• Second order approximation to the risk of a sequential procedure
• Triple stage point estimation for the exponential location parameter
• The performance of a sequential procedure for the estimation of the mean
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Bounded regret of a sequential procedure for estimation of the mean
• Second order approximations for sequential point and interval estimation
• Three-Stage point Estimation Procedures For a Normal Mean

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