Improving the fully sequential estimation method of Anscombe-Chow-Robbins.
Liu, Wei (1997) Improving the fully sequential estimation method of Anscombe-Chow-Robbins. The Annals of Statistics, 25, (5), 2164-2171.
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A new sequential sampling scheme is proposed in which, after an initial batch sample, sampling is continued in batches of data-dependent sizes (at most k such batches), and then one-at-a-time with a data-dependent stopping rule. This new scheme requires about the same sample size as the fully sequential Anscombe-Chow-Robbins (ACR) sampling scheme but substantially fewer sampling operations. The problem of constructing fixed-width confidence intervals for the mean of a normal population with unknown variance is used as an illustration.
|Subjects:||Q Science > QA Mathematics|
|Divisions:||University Structure - Pre August 2011 > School of Mathematics > Statistics
|Date Deposited:||14 Mar 2007|
|Last Modified:||02 Mar 2012 12:47|
|Contributors:||Liu, Wei (Author)
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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