An asymptotically optimal fixed-width confidence interval for the difference of two normal means

DOI10.1080/07474949608836351zbMath0881.62030OpenAlexW2061114808MaRDI QIDQ4881069

Makoto Aoshima, Edward J. Dudewicz, Hiroto Hyakutake

Publication date: 8 February 1998

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

Full work available at URL: https://doi.org/10.1080/07474949608836351

zbMATH Keywords

Monte Carlo methodasymptotic efficiencyasymptotic optimalitytwo-stage procedurefixed width confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (7)

New Exact and Asymptotically Optimal Solution to the Behrens-Fisher Problem, with Tables ⋮ Selection of the Best Normal Population: A New Exact Solution, Asymptotically Optimal Whenk=2 ⋮ Exact solutions to the Behrens - Fisher problem: asymptotically optimal and finite sample efficient choice among ⋮ Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector ⋮ Exact Evaluation of Two-Stage Procedures for Estimating the Difference Between Two Normal Means ⋮ New Exact and Asymptotically Optimal Heteroscedastic Statistical Procedures and Tables, II ⋮ On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means

Cites Work

• A Two-Stage Procedure for the Behrens-Fisher Problem
• A Sequential Analogue of the Behrens-Fisher Problem
• Some two Sample Tests
• Unnamed Item

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