Three-stage and ‘accelerated’ sequential procedures for the mean of a normal population with known coefficient of variation
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Publication:4806337
DOI10.1080/0233188031000065433zbMath1013.62084OpenAlexW1994317153MaRDI QIDQ4806337
Ajit Chaturvedi, Sanjeev K. Tomer
Publication date: 3 July 2003
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0233188031000065433
second-order approximationsknown coefficient of variationnormal populationaccelerated sequential procedures
Related Items (5)
Sequential estimation of an inverse Gaussian mean with known coefficient of variation ⋮ Estimating the Mean of Normal Distribution with Known Coefficient of Variation ⋮ A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ Multi-stage point estimation of the mean of an inverse Gaussian distribution ⋮ 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
Cites Work
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- Asymptotic theory of triple sampling for sequential estimation of a mean
- Asymptotic normality of the stopping time of some sequential procedures
- Second order approximations for sequential point and interval estimation
- A two-stage procedure for estimating the difference between the mean vectors of two multivariate normal distributions
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- The Utilization of a Known Coefficient of Variation in the Estimation Procedure
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