Sequential point estimation of the difference of two normal means

DOI10.1214/aos/1176344906zbMath0422.62075MaRDI QIDQ1133870

Nitis Mukhopadhyay, Malay Ghosh

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344906

zbMATH Keywords

regret; difference of normal means; risk efficiency

Mathematics Subject Classification ID

62L12: Sequential estimation

Related Items

A bayesian approach to sequential estimation without using the, On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means, Sequential point estimation of regression parameters in a linear model, On sequential procedures for the point estimation of the mean of a normal population, On Behrens-Fisher problem for continuous time Gaussian processes, Sequential estimation of a linear function of mean vectors, Sequential sampling methodologies for comparing strata means^∗, On estimating the difference of location parameters of two negative exponential distributions, Sequential shrinkage estimation of independent normal means with unkown variances, Further remarks on sequential point estimation of the mean of a multinormal population, Fixed size confidence regions for the difference of the means of two multinormal populations, Sequential shrinkage estimation of the difference between two multivariate normal means, Sequential shrinkage estimation of linear regression parameters