scientific article; zbMATH DE number 3142529
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Publication:3258201
zbMATH Open0087.14302MaRDI QIDQ3258201FDOQ3258201
Authors: W. D. Ray 
Publication date: 1957
Title of this publication is not available (Why is that?)
Cited In (24)
- A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
- Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
- Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
- Sequential estimation for the multiple linear regression models with balanced loss functions
- Some variants of adaptive sampling procedures and their applications
- On a class of purely sequential procedures with applications to estimation and ranking and selection problems
- EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models
- On sequential point estimation of the mean of a normal distribution
- Selecting Stopping Rules for Confidence Interval Procedures
- A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
- Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
- Finite-sample performance of absolute precision stopping rules
- An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
- A general theory of three-stage estimation strategy with second-order asymptotics and its applications
- Two-stage procedure of fixed-width confidence intervals for the risk ratio
- Purely sequential point estimation of a function of the mean in an exponential distribution
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Multi-stage minimum risk point estimation (MRPE) of a function of unknown \(\beta\) in a gamma \((\alpha,\beta)\) model with \(\alpha\) known: related problems and illustrations with analysis from simulations and cancer data
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
- Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
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