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

DOI10.1016/0167-7152(94)90015-9zbMath0802.62077MaRDI 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 approximations; normal populations; loss functions; fixed-width confidence interval; asymptotic distribution of stopping time; bounded risk point estimation; given precision problems; optimal fixed sample size solutions of estimation

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

62L10: Sequential statistical analysis

62F07: Statistical ranking and selection procedures

62L15: Optimal stopping in statistics

Related Items

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

• Unnamed Item
• 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