Optimal sequential estimation procedures for the normal mean when the variance is known
type: Item
instance of: scholarly article
title: Optimal sequential estimation procedures for the normal mean when the variance is known
zbMATH Open document ID: 0489.62075
DOI: 10.1016/0378-3758(82)90082-9
published in: Journal of Statistical Planning and Inference
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62L15
zbMATH DE Number: 3770804
zbMATH Keywords: fixed-width confidence interval
zbMATH Keywords: normal mean
zbMATH Keywords: known variance
zbMATH Keywords: minimum risk
zbMATH Keywords: optimal sample size
zbMATH Keywords: point estimation
zbMATH Keywords: optimal sequential rule
zbMATH Keywords: degenerate random variables
author: Nitis Mukhopadhyay
MaRDI profile type: Publication
full work available at URL: 0378-3758(82)90082-9
OpenAlex ID: W2019125342
cites work: Q3229773
cites work: On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
cites work: Q4197231
cites work: Multivariate sequential point estimation
cites work: Q3272858
cites work: A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
cites work: On Optimal Sequential Estimation Plans for Non-Quadratic Loss Functions
cites work: Q5800557
description: scientific article; zbMATH DE number 3770804