Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings

DOI10.1080/07474946.2013.751851zbMath1271.62187OpenAlexW2011786708MaRDI QIDQ4916304

Nitis Mukhopadhyay, Sankha Muthu Poruthotage

Publication date: 22 April 2013

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

Full work available at URL: https://doi.org/10.1080/07474946.2013.751851

zbMATH Keywords

consistencytruncationsimulationsfirst-order efficiencysecond-order efficiencyexact consistencyrepeated boundary crossing

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (2)

Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector ⋮ Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci

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