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A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation

 

作者: RaymondJ. Carroll,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1977)
卷期: Volume 72, issue 360  

页码: 901-907

 

ISSN:0162-1459

 

年代: 1977

 

DOI:10.1080/01621459.1977.10479980

 

出版商: Taylor & Francis Group

 

关键词: Sequential confidence intervals;Stopping times;Robust estimators

 

数据来源: Taylor

 

摘要:

The recent method of Serfling and Wackerly (1976) for constructing fixed-width confidence intervals for the center of location is extended to includeMestimators. The resultant class of procedures is compared to the stopping times of Chow and Robbins (1965), as both the interval lengthdand intended noncoverage probability 2α converge to zero. Except in certain special cases, the stopping times are found to have different asymptotic distributions. The coverage probability of the Serfling-Wackerly class is found asdconverges to zero.

 

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