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A k-stage sequential sampling procedure for estimation of normal mean

Liu, Wei (1997) A k-stage sequential sampling procedure for estimation of normal mean Journal of Statistical Planning and Inference, 65, (1), pp. 109-127. (doi:10.1016/S0378-3758(97)00048-7).

Record type: Article


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


Local EPrints ID: 30089
ISSN: 0378-3758
PURE UUID: 8dde4184-a571-4a10-83ab-849854cafeda
ORCID for Wei Liu: ORCID iD

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Date deposited: 20 Mar 2007
Last modified: 17 Jul 2017 15:55

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Author: Wei Liu ORCID iD

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