Fixed-width confidence intervals for contrasts in the means

Chaturvedi, Anoop; Shukla, N. D.; Shukla, P. R.

doi:10.1007/bf00048678

Cited by 2 publications

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“…Also, when k=1 and =_ 2 [ \11$+ (1&\) I p ] (= I , say) with _ 2 (>0) and &( p&1) &1 <\<1 unknown, 1$=(1, ..., 1), Bhargava and Srivastava (1973) proposed a purely sequential sampling scheme under the assumption that a$1=0. In this same setup, Chaturvedi et al (1992) focussed on second-order asymptotic properties of the purely sequential methodology. Recently, Hyakutake et al (1995) proposed a two-stage procedure in the case of this particularly structured I , along the lines of the type II scheme without any assumption on the vector a.…”

Section: Introductionmentioning

confidence: 99%

Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models

Aoshima

Mukhopadhyay

1998

Journal of Multivariate Analysis

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The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors of k( 2) independent multivariate normal distributions is considered when those covariance matrices have the intraclass correlation structures. Two-stage procedures are developed for which the simultaneous confidence levels are shown to be at least 1&:, the preassigned nominal value, 0<:<1. Asymptotic efficiency properties are addressed. In the case of fixed and finite initial sample size, efficiency related issues are also discussed. Academic PressAMS 1991 subject classifications: 62L05, 62H99, 62J15.

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Section: Introductionmentioning

confidence: 99%

Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models

Aoshima

Mukhopadhyay

1998

Journal of Multivariate Analysis

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Second-Order Approximations to Two Classes of Sequential Estimation Procedures

Chaturvedi

Gupta

1995

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For the model considered by Chaturvedi, Pandey and Gupta (1991). two classes of sequential procedures are developed to construct contidcnce regions (which may be interval, elllpso~dal or spherical) of 'pre-assigned width and coverage probability' for the parameters of interest and for the minimum r~s k point estimation (takingloss to be quadratic plus linear cost of sampling) of the nuisance parameter. Second-Order approximations are derived for the expected sample w e , cvverage probability and 'regret' associated with the two classes ofsequential procedures. A simplc and direct method of ohtaming the asymptoticdistribution of the stopping time is provided. By means of examples, it is illustrated that several estimation problems can be tackled with the help of proposed classes of sequentla1 procedures.AMS IYXO (lusvficut~un 62L12

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Fixed-width confidence intervals for contrasts in the means

Abstract: Confidence intervals, contrasts in the means, fixed-width, multi-stage estimation,

Cited by 2 publications

References 18 publications

Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models

Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models

Second-Order Approximations to Two Classes of Sequential Estimation Procedures

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