Sequential Fixed-Width Confidence Bounds for some Subset of parameters

DOI10.1080/01966324.1995.10737402MaRDI QIDQ4715612zbMATH OpenOpenAlexWikidataFDO

Authors Hisao Nagao

Publication date 18 November 1996

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1995.10737402

zbMATH Keywords

confidence boundconvex functionfixed length of confidencelog-normal distributionmaximum likelihood estimatornuisance parametersstopping timesubmartingale

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Cites work

• A sequential procedure with asymptotically negative regret for estimating a normal mean
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3342967 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• On stopping times of sequential estimations of the mean of a log-normal distribution
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sample Size Required for Estimating the Variance Within d Units of the True Value
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean

Cited in

(9)

• Optimal fixed size confidence procedures for a restricted parameter space
• On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
• Sequential fixed-width confidence interval for the product of two means
• On the confidence limits of Bernoulli parameter in any sequential case
• THE CONVERGENCE RATE OF SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR REGULAR FUNCTIONALS
• Sequential confidence sets with beta-protection in multiparameter families
• Fixed Width Confidence Interval ofP(X<Y) in Partial Sequential Sampling Scheme
• Average width optimality of simultaneous confidence bounds
• On the convergence rate of sequential fixed-width confidence intervals for normal parameters

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