Estimates with Prescribed Variance Based on Two-Stage Sampling

DOI10.1214/AOMS/1177705793MaRDI QIDQ3272283zbMATH OpenOpenAlexFDO

Authors Allan Birnbaum, William C. Jun. Healy

Publication date 1960

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177705793

zbMATH Keywords

statistics

Cited in

(12)

• A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density
• The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk.
• Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case
• Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling
• Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
• On a problem in two-stage sampling
• Optimality Of Some Two-Stage Sampling Methods
• On optimality of a two-stage sawpling method for binomial populations
• Sample size required to estimate a parameter in the power function distribution
• Stein's two-stage procedure and exact consistency
• Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter
• Unbiased estimators of binomial N with bounded variance based on two-stage sampling

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