A k-stage sequential sampling procedure for estimation of normal mean
โ Scribed by Wei Liu
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 661 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0378-3758
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โฆ Synopsis
We study a k-stage (k>~3) 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.
๐ SIMILAR VOLUMES
Let X1,..., XN be independent observations from Np(#, ~1) and Y1,..., YN be independent observations from Np(#, ~2). Assume that Xi's and Y~'s are independent. An unbiased estimator of/z which dominates the sample mean X for p \_> 1 under the loss function L(/z,/2) --(f~ -#)'~i-l(fL -/~) is suggeste
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