Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean

Chikara Uno

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1420-1423

Abstract: We revisit the problem of sequential fixed-width interval estimation of the mean of a normal population. For a two-stage procedure, we derive an approximation to the coverage probability, when the variance has a known lower bound. Our approximation is more explicit than a recent result.

Keywords: Sequential method; Asymptotic efficiency; Chi-square distribution; Coverage probability; Asymptotic independence (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.02.007

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