Sequential estimation of ratio of normal parameters

DOI10.1016/0378-3758(90)90134-GMaRDI QIDQ920523zbMATH OpenFDO

Authors T. N. Sriram

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(90)90134-G

zbMATH Keywords

expected sample sizefully sequential sampling schemenon-linear renewal theoryratio of normal parametersregretsecond order asymptotic expansions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• Bounded regret of a sequential procedure for estimation of the mean
• Convergence Rates in the Law of Large Numbers
• Estimating a ratio of normal parameters
• scientific article; zbMATH DE number 3155182 (Why is no real title available?)
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• Moments of Randomly Stopped Sums
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Second order approximation to the risk of a sequential procedure
• Second order approximations for sequential point and interval estimation
• Sequential estimation and test oriented confidence intervals for μ/σ
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• Sequential estimation of the mean of a first-order stationary autoregressive process
• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• The performance of a sequential procedure for the estimation of the mean

Cited in

(6)

• Confidence intervals with fixed proportional accuracy
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
• Sequential risk-efficient estimation for the ratio of two binomial proportions
• A sequential procedure for estimating ratio of normal parameters
• Sequential Estimation of the Powers of Normal and Exponential Scale Parameters
• Higher than second order approximations for sequential point estimation by a two-stage procedure

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