Construction of a Confidence Interval By Triple Sampling
作者:
Toshio honda,
期刊:
Sequential Analysis
(Taylor Available online 1992)
卷期:
Volume 11,
issue 3
页码: 273-287
ISSN:0747-4946
年代: 1992
DOI:10.1080/07474949208836259
出版商: Marcel Dekker, Inc.
关键词: one-parameter exponential family;confidence interval;triple sampling;triple sampling;stopping time;Edgewortk expansion;conditional expectation;uniform integrability
数据来源: Taylor
摘要:
Let X1,X2,... be i.i.d. real observations from a one-parameter exponential family with unknown mean θ. Using triple sampling, we construct a confidence interval which satisfieswhere Q(.) and γ are given. The result of this paper can be applied to the case of a location family.
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