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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Description/Abstract
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.
| Item Type: | Article |
|---|---|
| ISSNs: | 0090-5364 (print) |
| Related URLs: | |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | University Structure - Pre August 2011 > School of Mathematics > Statistics |
| Item ID: | 30092 |
| Date Deposited: | 14 Mar 2007 |
| Last Modified: | 02 Mar 2012 12:47 |
| Contributors: | Liu, Wei (Author) |
| Date: | 1997 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/30092 |
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