Direct computation of the performance of sequential procedures based on a sequence oft-statistics, with application to a confidence interval for μ/σ in a normal population

DOI10.1080/07474949208836249MaRDI QIDQ4012353zbMATH OpenOpenAlexFDO

Authors Robert A. Wijsman

Publication date 27 September 1992

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949208836249

zbMATH Keywords

beta protectiondirect computationgamma factornoncentral-distributionnormal populationone-sided confidence intervalsequence of \(t\)-statisticstransitive sequence

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential statistical analysis (62L10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• A special case of a bivariate non-central t-distribution
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 4113790 (Why is no real title available?)
• scientific article; zbMATH DE number 3354465 (Why is no real title available?)
• Monotonicity in the noncentrality parameter of the ratio of two noncentral t-densities
• NUMERICAL STUDIES IN THE SEQUENTIAL ESTIMATION OF A BINOMIAL PARAMETER
• Repeated significance test II, for hypotheses about the normal distribution
• Sequential analysis. Tests and confidence intervals
• Sequential estimation and test oriented confidence intervals for μ/σ
• Sufficiency and Statistical Decision Functions
• Tables for Computing Bivariate Normal Probabilities
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Cited in

(3)

• The Contributions of Robert A. Wijsman to Sequential Analysis
• Sequential estimation and test oriented confidence intervals for μ/σ
• A Comparison of two sequential tests forµ/σ

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