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On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution

โœ Scribed by Mohamed Tahir


Book ID
118411746
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
294 KB
Volume
48
Category
Article
ISSN
0378-3758

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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,