On stopping times of sequential estimations of the mean of a log-normal distribution
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Publication:1148644
DOI10.1007/BF02480341zbMath0452.62072MaRDI QIDQ1148644
Publication date: 1980
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
stopping times; fixed precision estimation; estimations of mean of log-normal distribution; prescribed proportional closeness; reverse submartingales
62F12: Asymptotic properties of parametric estimators
60G40: Stopping times; optimal stopping problems; gambling theory
62L12: Sequential estimation
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Cites Work
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- Sequential point estimation of the mean when the distribution is unspecified
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Sequential Estimation of the Mean of a Log-Normal Distribution Having a Prescribed Proportional Closeness
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean