Second order properties of accelerated stopping times with applications in sequential estimation

DOI10.1080/07474949108836228zbMath0734.62085MaRDI QIDQ3361759

Nitis Mukhopadhyay, Tumulesh K. S. Solanky

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/07474949108836228

zbMATH Keywords

Monte Carlo methods; arithmetic mean; second-order expansions; purely sequential; second-order properties; moments of stopping variables; fixed-size confidence regions; moderate sample size performances; accelerated stopping time; finite moments of each order; minimum risk point estimators; reducing sample operations; three-stage stopping rules

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62L12: Sequential estimation

62L15: Optimal stopping in statistics

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