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

Item Type: Article
ISSNs: 0090-5364 (print)
Related URLs:
Subjects: Q Science > QA Mathematics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Statistics
Faculty of Social and Human Sciences > Mathematical Sciences
ePrint ID: 30092
Date Deposited: 14 Mar 2007
Last Modified: 28 Sep 2015 10:29

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