Journal of the American Statistical Association · 1980 · 20 citations · 7 references
Natural SciencesMathematicsStatisticsStochastic ProcessesSurvival AnalysisEstimation TheoryInferential StatisticsPopulation EstimationSampling MethodsSampling TheoryStatistical InferenceEfficiencySamplingStopping Time AnalysisStopping Time Distributions
Abstract This article is a multivariate generalization of the sequential sampling procedure developed by Robbins (1959) and extended by Starr (1966b) for estimating the mean of a normal population when the scale parameter is unknown. The exact distribution of the stopping time is derived for the sequential procedure, and a recursive method for computing the distribution of the stopping time is proposed that can be easily programmed for mechanical calculation. It is shown that the “risk efficiency” of the sequential procedure is a function of the dimension of the population.
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