On multi-stage procedures for estimating the largest mean ofkNOrmal populations having unequal and unknown variances

DOI10.1080/03461238.1996.10413964MaRDI QIDQ4881688zbMATH OpenOpenAlexFDO

Authors Ajit Chaturvedi, Rahul Gupta

Publication date 22 February 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1996.10413964

zbMATH Keywords

confidence intervalsfixed-widthlargest meanmultistage estimationnormal populations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Cites work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• An asymptotically optimal sequential procedure for the estimation of the largest mean
• Asymptotic normality of the stopping time of some sequential procedures
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Interval Estimation of the Largest Mean of k Normal Populations with Known Variances
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• Second order approximations for sequential point and interval estimation

Cited in

(5)

• Sequential estimation of the largest normal mean when the variance is known
• Further developments in estimation of the largest mean of K normal populations
• scientific article; zbMATH DE number 3892412 (Why is no real title available?)
• A two-stage procedure for estimation of the common mean of several normal populations having unequal and unknown variances
• Multi-stage point and interval estimation of the largest mean of k normal populations and the associated second-order properties

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