Asymptotic optimality in sequential interval estimation

DOI10.1016/0196-8858(86)90007-2zbMath0608.62093OpenAlexW2052004453MaRDI QIDQ1085930

Michael B. Woodroofe

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/26242

zbMATH Keywords

confidence intervalsstopping timeloss functionlower boundasymptotic optimalitysequential interval estimationexpected sample sizeaverage risk functionalnormal meanstandard normal distributionsequential sampling plan

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (3)

An adaptive biased coin design for the behrens-fisher problem ⋮ Herbert Robbins and sequential analysis ⋮ Fixed width interval estimation for the reciprocal drift of Brownian motion

Cites Work

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• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• REMARKS ON A STOPPING TIME
• Sequential Confidence Intervals for the Mean of a Normal Distribution with Known Variance
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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