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Fixed-width confidence intervals for a function of normal parameters

 

作者: Yoshikazu Takada,  

 

期刊: Sequential Analysis  （Taylor Available online 1997）
卷期: Volume 16, issue 1  

页码: 107-117

 

ISSN:0747-4946

 

年代: 1997

 

DOI:10.1080/07474949708836375

 

出版商: Marcel Dekker, Inc.

 

关键词: Fixed-width confidence interval;Auscombe's theorem;Asymptotic consistency;Nonlinear renewal theory;Log-normal distribution

 

数据来源: Taylor

 

摘要:

This paper considers sequantial producers to construct fixed-width confidence intervals for some function θ of mean μ and variance σ2of normal distribution.Consideration is devoted to θ=exp( μ + σ2/2 ) and θ=μ/σ.Nonlinear renewal theory is used to drive asymptotic expansion of expectation of the stopping time and the estimate as the width of confidence interval decreases to zero.An improvement of the coverage probability is also discussed.

 

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