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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), pp. 2164-2171.

Record type: Article


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

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Published date: 1997
Organisations: Statistics, Mathematical Sciences


Local EPrints ID: 30092
ISSN: 0090-5364
PURE UUID: 3cdfbc05-dd9c-4276-bda3-bcbe98dc2dbb
ORCID for Wei Liu: ORCID iD

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Date deposited: 14 Mar 2007
Last modified: 17 Jul 2017 15:55

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Author: Wei Liu ORCID iD

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