Improving the fully sequential estimation method of Anscombe-Chow-Robbins
Improving the fully sequential estimation method of Anscombe-Chow-Robbins
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
2164-2171
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
1997
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Liu, Wei
(1997)
Improving the fully sequential estimation method of Anscombe-Chow-Robbins.
The Annals of Statistics, 25 (5), .
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
This record has no associated files available for download.
More information
Published date: 1997
Organisations:
Statistics, Mathematical Sciences
Identifiers
Local EPrints ID: 30092
URI: http://eprints.soton.ac.uk/id/eprint/30092
ISSN: 0090-5364
PURE UUID: 3cdfbc05-dd9c-4276-bda3-bcbe98dc2dbb
Catalogue record
Date deposited: 14 Mar 2007
Last modified: 09 Jan 2022 02:41
Export record
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics
