Fixed Width Confidence Interval of P(X<Y) in Partial Sequential Sampling Scheme

Abstract

The article is related to nonparametric fixed-width confidence interval estimation of the parameter , where F and G are two unknown univariate continuous distribution functions, by adopting a partial sequential sampling scheme. Different asymptotic results associated with the proposed procedures are formulated and examined.

Keywords:

• Asymptotic relative efficiency
• Fixed-width confidence interval
• Partial sequential sampling scheme
• Skorkhod J ₁-topology
• Wiener process

Acknowledgments

The authors wish to thank the referee for some valuable suggestions which led to some improvement over an earlier version of the article. The authors also wish to thank Mr. Biswabrata Pradhan for providing the data for analysis.

Recommended by M. Ghosh