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Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption

Yousef, A.S., Kimber, A.C. and Hamdy, H.I. (2013) Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption Journal of Statistical Planning and Inference, 143, (9), pp. 1606-1618. (doi:10.1016/j.jspi.2013.03.027).

Record type: Article

Abstract

This article discusses the sensitivity of the sequential normal-based triple sampling procedure for estimating the population mean to departures from normality. We assume only that the underlying population has finite but unknown first four moments and find that asymptotically the behaviour of the estimator and the sample size depend on both the skewness and kurtosis of the underlying distribution, when using a squared error loss function with linear sampling cost. We supplement our findings with a simulation experiment to study the performance of the estimator and the sample size in a range of conditions.

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More information

e-pub ahead of print date: 20 February 2009
Published date: 21 May 2013
Keywords: asymptotic relative efficiency, kurtosis, regret, sampling cost, simulation, skewness, squared error loss function, taylor expansion
Organisations: Southampton Statistical Research Inst.

Identifiers

Local EPrints ID: 65555
URI: http://eprints.soton.ac.uk/id/eprint/65555
ISSN: 0378-3758
PURE UUID: 5679aaf8-dbef-429b-8f23-b6ce0b6214d5

Catalogue record

Date deposited: 23 Feb 2009
Last modified: 19 Jul 2017 00:33

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Contributors

Author: A.S. Yousef
Author: A.C. Kimber
Author: H.I. Hamdy

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