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Further developments in estimation of the largest mean of K normal populations

Further developments in estimation of the largest mean of K normal populations
Further developments in estimation of the largest mean of K normal populations
We revisit the bounded maximal risk point estimation problem as well as the fixed-width confidence interval estimation problem for the largest mean amongk(?2) independent normal populations having unknown means and unknown but equal variance. In the point estimation setup, we devise appropriate two-stage and modified two-stage methodologies so that the associatedmaximal risk can bebounded from aboveexactly by a preassigned positive number. Kuo and Mukhopadhyay (1990), however, emphasized only the asymptotics in this context. We have also introduced, in both point and interval estimation problems,accelerated sequential methodologies thereby saving sampling operations tremendously over the purely sequential schemes considered in Kuo and Mukhopadhyay (1990), but enjoying at the same time asymptotic second-order characteristics, fairly similar to those of the purely sequential ones.
173-183
Mukhopadhyay, N.
dcbc1278-b5cd-4b11-b1f9-1018043f8c7c
Chattopadhyay, S.
4a7c7b4f-f3fb-41ee-8eb2-9eb9bf6706ee
Sahu, S.K.
33f1386d-6d73-4b60-a796-d626721f72bf
Mukhopadhyay, N.
dcbc1278-b5cd-4b11-b1f9-1018043f8c7c
Chattopadhyay, S.
4a7c7b4f-f3fb-41ee-8eb2-9eb9bf6706ee
Sahu, S.K.
33f1386d-6d73-4b60-a796-d626721f72bf

Mukhopadhyay, N., Chattopadhyay, S. and Sahu, S.K. (1993) Further developments in estimation of the largest mean of K normal populations. Metrika, 40 (1), 173-183. (doi:10.1007/BF02613675).

Record type: Article

Abstract

We revisit the bounded maximal risk point estimation problem as well as the fixed-width confidence interval estimation problem for the largest mean amongk(?2) independent normal populations having unknown means and unknown but equal variance. In the point estimation setup, we devise appropriate two-stage and modified two-stage methodologies so that the associatedmaximal risk can bebounded from aboveexactly by a preassigned positive number. Kuo and Mukhopadhyay (1990), however, emphasized only the asymptotics in this context. We have also introduced, in both point and interval estimation problems,accelerated sequential methodologies thereby saving sampling operations tremendously over the purely sequential schemes considered in Kuo and Mukhopadhyay (1990), but enjoying at the same time asymptotic second-order characteristics, fairly similar to those of the purely sequential ones.

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More information

Published date: 1993
Organisations: Statistics

Identifiers

Local EPrints ID: 54071
URI: http://eprints.soton.ac.uk/id/eprint/54071
PURE UUID: 6ec9f0bb-3c31-4e9c-9c8f-16317aa0fc45
ORCID for S.K. Sahu: ORCID iD orcid.org/0000-0003-2315-3598

Catalogue record

Date deposited: 04 Aug 2008
Last modified: 16 Mar 2024 03:15

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Contributors

Author: N. Mukhopadhyay
Author: S. Chattopadhyay
Author: S.K. Sahu ORCID iD

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