Linking the estimation and ranking and selection problems through sequential procedures: The normal case

DOI10.1016/0167-7152(94)90015-9zbMath0802.62077OpenAlexW1990972565MaRDI QIDQ1332743

Rahul Gupta, Ajit Chaturvedi

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90015-9

zbMATH Keywords

second-order approximationsnormal populationsloss functionsfixed-width confidence intervalasymptotic distribution of stopping timebounded risk point estimationgiven precision problemsoptimal fixed sample size solutions of estimation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07) Optimal stopping in statistics (62L15)

Related Items (2)

On the Classes of Two-Stage Procedures to Construct Fixed-Width Confidence Regions ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

Cites Work

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• Asymptotic normality of the stopping time of some sequential procedures
• Second order approximations for sequential point and interval estimation
• On sequential procedures for the point estimation of the mean of a normal population
• An asymptotically optimal sequential procedure for the estimation of the largest mean
• Fixed width confidence intervals for the location parameter of an exponential distribution
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
• A Sequential Procedure for Selecting the Largest of $k$ Means
• REMARKS ON SEQUENTIAL POINT ESTIMATION

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