Improving Hall's Accelerated Sequential Procedure: Generalized Multistage Fixed-Width Confidence Intervals for a Normal Mean

被引：5

作者：

Hu, Jun ^{[1
]}

机构：

[1] Oakland Univ, Dept Math & Stat, Rochester, MI 48309 USA

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2021年 / 23卷 / 03期

关键词：

Fixed-width confidence intervals; Multistage estimation; Normal mean; Real data illustrations; Sampling operations; Simulations; ASYMPTOTIC THEORY; RENEWAL THEORY; POINT;

D O I：

10.1007/s11009-020-09786-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We have developed an innovative generalized multistage fixed-width confidence interval (FWCI) estimation procedure for an unknown normal mean when the variance also remains unknown, which can be viewed as a mixture of sequential sampling and batch sampling procedures. Requiring the same expected sample size as Hall's accelerated sequential sampling procedure, it enables the number of sampling operations to be further reduced by a predetermined factor. Extensive sets of simulations are provided to highlight the remarkable performance of the new multistage FWCI estimation procedure, and real data illustrations are included to demonstrate the practical applicability.

引用

页码：823 / 835

页数：13

共 20 条

[1]

ANSCOMBE FJ, 1953, J ROY STAT SOC B, V15, P1

[2] LARGE-SAMPLE THEORY OF SEQUENTIAL ESTIMATION [J].

ANSCOMBE, FJ .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1952, 48 (04) :600-607

[3] ON THE ASYMPTOTIC THEORY OF FIXED-WIDTH SEQUENTIAL CONFIDENCE-INTERVALS FOR THE MEAN [J].

CHOW, YS ;

ROBBINS, H .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (02) :457-462

[4] On the non-existence of tests of "student's" hypothesis having power functions independent of sigma [J].

Dantzig, GB .

ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 :186-192

[5]

HALL P, 1983, J ROY STAT SOC B MET, V45, P219

[6] ASYMPTOTIC THEORY OF TRIPLE SAMPLING FOR SEQUENTIAL ESTIMATION OF A MEAN [J].

HALL, P .

ANNALS OF STATISTICS, 1981, 9 (06) :1229-1238

[7]

Hu J., 2019, GEN SEQUENTIAL UNPUB

[8] Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies [J].

Hu, Jun ;

Mukhopadhyay, Nitis .

JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2019, 2 (01) :81-104

[9] NON-LINEAR RENEWAL THEORY WITH APPLICATIONS TO SEQUENTIAL-ANALYSIS .2. [J].

LAI, TL ;

SIEGMUND, D .

ANNALS OF STATISTICS, 1979, 7 (01) :60-76

[10] NONLINEAR RENEWAL THEORY WITH APPLICATIONS TO SEQUENTIAL-ANALYSIS I [J].

LAI, TL ;

SIEGMUND, D .

ANNALS OF STATISTICS, 1977, 5 (05) :946-954

← 1 2 →