Abstract
In this article, we have estimated the mean vector of a multivariate normal population by using a k-stage
sequential estimation procedure. Point estimation as well as confidence region estimation is done. Second-order approximations are obtained in both the cases. In case of minimum risk point estimation of
, negative regret is achieved.
Acknowledgment
The authors are grateful to the Editor-in-Chief, Professor Nitis Mukhopadhyay, for his valuable comments and suggestions.