Sequential estimation of linear models in three stages

DOI10.1007/BF02613502zbMath0692.62067MaRDI QIDQ583787

M. Al-Mahmeed, H. I. Hamdy

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176266

zbMATH Keywords

linear modelspoint estimationconfidence interval estimationestimation risknormality assumptionlinear functions of meansperformance of triple sampling procedures

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (3)

Note on an improvement in two stage sampling scheme ⋮ Second-Order Approximations to Two Classes of Sequential Estimation Procedures ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations

Cites Work

• Triple stage point estimation for the exponential location parameter
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Three-Stage point Estimation Procedures For a Normal Mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Note on Weyl's Criterion and the Uniform Distribution of Independent Random Variables
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• ESTIMATION BY DOUBLE SAMPLING
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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