The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist

DOI10.1081/SQA-120034108zbMATH Open1054.62091OpenAlexW2001105067MaRDI QIDQ3155686FDOQ3155686

David M. Mason

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120034108

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• scientific article; zbMATH DE number 3945175

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10)

Cites Work

• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• When is the Student \(t\)-statistic asymptotically standard normal?
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• A note of the behavior of sample statistics when the population mean is infinite
• Normal and stable convergence of integral functions of the empirical distribution function
• A Limit Theoerm for Random Variables with Infinite Moments
• Title not available (Why is that?)
• Title not available (Why is that?)
• A universal one-sided law of the iterated logarithm
• A simple proof of a random stable limit theorem

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