A multiply-sequential sampling scheme
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Publication:6151253
DOI10.1007/S42519-023-00352-5OpenAlexW4388750745MaRDI QIDQ6151253FDOQ6151253
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Publication date: 9 February 2024
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-023-00352-5
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efficiencyMonte Carlo simulationssampling operationsbounded variance point estimationmultiply-sequential sampling
Cites Work
- Sequential Methods and Their Applications
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
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- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Second order approximations for sequential point and interval estimation
- On the Convergence of Moments in the Central Limit Theorem
- Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
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- Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal
- Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean
- A nonparametric sequential learning procedure for estimating the pure premium
- A double-sequential sampling scheme
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