Three-stage and ‘accelerated’ sequential procedures for the mean of a normal population with known coefficient of variation

DOI10.1080/0233188031000065433zbMATH Open1013.62084OpenAlexW1994317153MaRDI QIDQ4806337FDOQ4806337

Authors: Ajit Chaturvedi, Sanjeev K. Tomer 

Publication date: 3 July 2003

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0233188031000065433

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zbMATH Keywords

second-order approximationsknown coefficient of variationnormal populationaccelerated sequential procedures

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

• Second order approximations for sequential point and interval estimation
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure
• Title not available (Why is that?)
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Asymptotic normality of the stopping time of some sequential procedures
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• A two-stage procedure for estimating the difference between the mean vectors of two multivariate normal distributions

Cited In (5)

• Sequential estimation of an inverse Gaussian mean with known coefficient of variation
• A general theory of three-stage estimation strategy with second-order asymptotics and its applications
• Multi-stage point estimation of the mean of an inverse Gaussian distribution
• Estimating the Mean of Normal Distribution with Known Coefficient of Variation
• Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function

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