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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Sequential Fixed-Width Confidence Bounds for some Subset of parameters, On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure, On sequential point estimation of the mean of a normal distribution
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