A \(k\)-stage sequential sampling procedure for estimation of normal mean

DOI10.1016/S0378-3758(97)00048-7zbMath0915.62068MaRDI QIDQ1378767

Wei Liu

Publication date: 30 June 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

confidence intervals; normal distribution

Mathematics Subject Classification ID

62L12: Sequential estimation

Related Items

Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings, Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure, A k-stage procedure for estimating the mean vector of a multivariate normal population, Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study, Counting by Weighing: An Alternative Sampling Scheme, Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption, Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution, Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean, A note on Hall's triple sampling procedure: a multiple sample second order sequential analogue of the Behrens--Fisher problem, Interval Estimation Approach to Counting by Weighing: A Sequential Scheme

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