A k-stage sequential sampling procedure for estimation of normal mean
A k-stage sequential sampling procedure for estimation of normal mean
We study a k-stage > sequential estimation procedure which includes the three-stage procedure of Hall (1981) as a special case. With a suitable value of k, the k-stage procedure not only can be as efficient as the fully sequential procedure of Anscombe, Chow and Robbins in terms of sample size, but also requires at most k sampling operations. For the problem of constructing a fixed width confidence interval for the mean of a normal population with unknown variance, the three-stage procedure of Hall always needs a few more observations than the fully sequential procedure. The five-stage procedure, however, requires almost the same number of observations as the fully sequential procedure
confidence intervals, normal distribution, sequential methods
109-127
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
1997
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Liu, Wei
(1997)
A k-stage sequential sampling procedure for estimation of normal mean.
Journal of Statistical Planning and Inference, 65 (1), .
(doi:10.1016/S0378-3758(97)00048-7).
Abstract
We study a k-stage > sequential estimation procedure which includes the three-stage procedure of Hall (1981) as a special case. With a suitable value of k, the k-stage procedure not only can be as efficient as the fully sequential procedure of Anscombe, Chow and Robbins in terms of sample size, but also requires at most k sampling operations. For the problem of constructing a fixed width confidence interval for the mean of a normal population with unknown variance, the three-stage procedure of Hall always needs a few more observations than the fully sequential procedure. The five-stage procedure, however, requires almost the same number of observations as the fully sequential procedure
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Published date: 1997
Keywords:
confidence intervals, normal distribution, sequential methods
Organisations:
Statistics
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Local EPrints ID: 30089
URI: http://eprints.soton.ac.uk/id/eprint/30089
ISSN: 0378-3758
PURE UUID: 8dde4184-a571-4a10-83ab-849854cafeda
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Date deposited: 20 Mar 2007
Last modified: 16 Mar 2024 02:42
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