scientific article; zbMATH DE number 3969937

MaRDI QIDQ3736752zbMATH OpenFDO

Authors Z. Govindarajulu

Publication date 1987

zbMATH Keywords

minimax estimationWald's SPRTWald's fundamental identitytwo-stage procedurestruncated SPRTsufficiencySPRTsequential tests for composite hypothesessequential t testsequential probability ratio testsequential F-testsequential analogues of Stein's two-stage testsecretary problemoperating characteristic functionnonsequential Bayes sequential estimatesmulti-variate normalASNlocally most powerful testslarge-sample theory for estimatorsinterval and point estimates for the normal meangeneralized SPRTfixed-width confidence intervalsefficiencydouble sampling estimation proceduresCramér-Rao lower boundconsistencycompletenesscoefficient of variationBayes sequential proceduresaverage sample numberasymptotically optimal Bayes estimation

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cited in

(11)

• A note on second moment of a randomly stopped sum of independent variables
• Randomised sequential probability ratio tests for stochastic processes
• Sequential confidence regions for maximum likelihood estimates.
• Sequential Bonferroni methods for multiple hypothesis testing with strong control of family-wise error rates I and II
• Dynamic Allocation in Survey Sampling
• Sequential Confidence Intervals for the Common Mean of a set of Heteroscedastic Normal Populations
• Step-up and step-down methods for testing multiple hypotheses in sequential experiments
• A SEQUENTIAL PROCEDURE WITH ELIMINATION FOR PARTITIONING A SET OF NORMAL POPULATIONS HAVING A COMMON UNKNOWN VARIANCE
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• Sequential Estimation in Binary Response Models with Fixed and Random Covariates
• Multi-stage point and interval estimation of the largest mean of k normal populations and the associated second-order properties

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