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Sequential Analysis
Design Methods and Applications
Volume 3, 1984 - Issue 1
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Original Articles

On confidence sequences for the parameters of a linear regression

Pages 23-37 | Published online: 29 Mar 2007
 

Abstract

Let i=1,2,...,where the x's are non-stochastic and e1,e2,... are iid N(0, σ2) random variables, and α,β and σ are unknown parameters. Confidence sequences for α and β are constructed with the aid of invariance and a number of interesting transformations. The ensuing sequential tests with power one are also briefly discussed.

Additional information

Notes on contributors

Rasul A. Khan

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