Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption

DOI10.1016/J.JSPI.2013.03.027zbMATH Open1279.62166OpenAlexW2042665475MaRDI QIDQ394582FDOQ394582

Authors: A. S. Yousef, H. I. Hamdy, A. C. Kimber 

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/65555/1/__soton.ac.uk_ude_PersonalFiles_Users_ack1_mydocuments_JSPIpaper_postprint.pdf

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zbMATH Keywords

kurtosissimulationsskewnesssquared error loss functionasymptotic relative efficiencyregretsampling costTaylor expansions

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Sequential estimation (62L12)

Cites Work

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• A note on three-stage and sequential point estimation puocedures for a normal mean
• Three-Stage point Estimation Procedures For a Normal Mean
• Triple sampling procedure for estimating the scale parameters of pareto distributions
• Robustness of Stein's Two-Stage Procedure for Mixtures of Normal Populations
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• Theory & Methods: Approximations of distributions for some standardized partial sums in sequential analysis
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• Effect of Non-Normality on Stein's Two Sample Test
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• On Stein's Two-stage Sampling Scheme
• The robustness of Stein's two-stage procedure

Cited In (5)

• Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions
• Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations
• Three-stage minimum risk point estimation with termination defined via Gini's mean difference
• A general theory of three-stage estimation strategy with second-order asymptotics and its applications
• A note on Hall's triple sampling procedure: a multiple sample second order sequential analogue of the Behrens--Fisher problem

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