On multi-stage procedures for estimating the largest mean ofkNOrmal populations having unequal and unknown variances
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Publication:4881688
DOI10.1080/03461238.1996.10413964zbMath0906.62074OpenAlexW2050920399MaRDI QIDQ4881688
Publication date: 22 February 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1996.10413964
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)
Cites Work
- 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
- An asymptotically optimal sequential procedure for the estimation of the largest mean
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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