On sequential procedures for the point estimation of the mean of a normal population

Chaturvedi, Anoop

doi:10.1007/bf00049431

Cited by 5 publications

(2 citation statements)

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“…Second-order approximations for some other sequential procedures for point and fixed-width interval (fixed-size confidence region) estimation problems have been derived by several authors. For some citations, one may refer to Swanepoel and van Wyk (1982), Finster (1983Finster ( , 1985, Chaturvedi (1986a,b;1987, 1988, Singh and Chaturvedi (1988a,b;1989 estimation. Consideration was given to a family of loss functions and a cost function of the general form.…”

Section: Introductionmentioning

confidence: 98%

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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Section: Introductionmentioning

confidence: 98%

Second-Order Approximations to Two Classes of Sequential Estimation Procedures

Chaturvedi

Gupta

1995

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“…The second-order approximations for E(N 2) are obtained by using technique similar to that adopted by Chaturvedi (1988b). Since the asymptotic distribution of N is normal, these first two moments specify the asymptotic distribution of N completely.…”

Section: Introductionmentioning

confidence: 99%