The Annals of Mathematical Statistics · 1969 · 34 citations · 6 references
Natural SciencesMathematicsProbability TheoryStatisticsConfidence IntervalsInferential StatisticsStatistical InferenceStopping TimesAsymptotic Confidence IntervalsAsymptotic CoverageAsymptotic Distribution TheoryAsymptotic TheoryConfidence Interval EstimationConfidence Interval MethodologyConfidence Interval WidthSequential Confidence Intervals
A general method for determining stopping rules to obtain a fixed-width confidence interval of prescribed coverage probability for an unknown parameter of a distribution is obtained. Asymptotic theory in the sense of Chow and Robbins [4] is discussed. The sequential procedure obtained is asymptotically consistent and efficient in the sense of Chow and Robbins [4].
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