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Sequential Estimation Saving Sampling Operations

Peter Hall

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1983 · Volume 45 · Issue 2

DOI: 10.1111/j.2517-6161.1983.tb01243.x

Abstract

A method is proposed for accelerating the sequential estimation procedure due to Anscombe, Chow and Robbins. It enables the number of sampling operations to be reduced by any predetermined factor, at the expense of only a slight increase in the expected sample size. The large sample theory is outlined, and some numerical computations provided to demonstrate the practicality of the procedure for smaller samples.

Keywords

confidence interval, mean, normal distribution, sample size, sequential estimation

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