On accelerating sequential procedures for point estimation: the normal case
AbstractAn accelerated sequential procedure is proposed to save the number of sampling operations we would have observed had the purely sequential procedures been used. The method is outlined as it pertains to the point estimation of the unknown normal mean. We supplement our theoretical findings with simulations to study the moderate sample size performance of the proposed procedure.
How to Cite
Hamdy, H. I., & Son, M. S. (1991). On accelerating sequential procedures for point estimation: the normal case. Statistica, 51(3), 437–446. https://doi.org/10.6092/issn.1973-2201/879