Two-stage and fully sequential determination of estimator as well as sample size
A two-stage procedure for determining estimator as well as sample size is proposed for certain interval estimation problems. It is shown that the two-stage procedure has the same first order asymptotic properties as a previously introduced fully sequential procedure [the author, Ann. Stat. 12, 533-550 (1984; Zbl 0544.62075)] that requires much more computation. Monte Carlo results are given on the performance of both the two-stage and fully sequential procedures. A brief summary of results for a related point estimation problem is also given.
scientific article; zbMATH DE number 4011704