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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