Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
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Publication:5331610
DOI10.1214/AOMS/1177703771zbMath0126.34502OpenAlexW2082188697MaRDI QIDQ5331610
Terrence L. Connell, Franklin A. Graybill
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177703771
Related Items (6)
Sequential simultaneous estimation of the mean and variance: The rate of convergence ⋮ Sample size determination in estimating a covariance matrix ⋮ Convergence rates for two-stage confidence intervals based on U- statistics ⋮ Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ Sequential Fixed-Width Confidence Bounds for some Subset of parameters
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