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Theory and Method

A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation

Pages 901-907 | Received 01 Oct 1976, Published online: 05 Apr 2012

References

  • Anscombe , Francis J. 1952 . “Large Sample Theory of Sequential Estimation,” . Proceedings of the Cambridge Philosophical Society , 48 : 600 – 607 .
  • Carroll , Raymond J. 1975 . “An Asymptotic Representation for M-estimators and Linear Functions of Order Statistics,” , Chapel Hill , N.C. : University of North Carolina . Institute of Statistics Mimeo Series # 1006
  • Carroll , Raymond J. 1976a . “On the Asymptotic Normality of Stopping Times Based on Robust Estimators,” , Chapel Hill , N.C. : University of North Carolina . Institute of Statistics Mimeo Series # 1027
  • Carroll , Raymond J. 1976b . “On the Serfling-Wackerly Alternate Approach,” , Chapel Hill , N.C. : University of North Carolina . Institute of Statistics Mimeo Series #1052
  • Chow , Y. S. and Robbins , H. 1965 . “On the Asymptotic Theory of Fixed-Width Confidence Intervals for the Mean,” . Annals of Mathematical Statistics , 36 : 457 – 462 .
  • Ghosh , Malay , Sinha , Bimal K. and Mukhopadhyay , Nitis . 1976 . “Multivariate Sequential Point Estimation,” . Journal of Multivariate Analysis , 6 : 281 – 294 .
  • Huber , Peter J. 1964 . “Robust Estimation of a Location Parameter,” . Annals of Mathematical Statistics , 35 : 73 – 101 .
  • Lynch , James . 1975 . “Contributions to Rates of Convergence with Applications to Efficiencies of Tests and Estimates,” , Tallahassee , Fla : Department of Statistics, Florida State University . unpublished Ph.D. thesis
  • Serfling , Robert J. and Wackerly , Dennis D. 1976 . “Asymptotic Theory of Sequential Fixed-Width Confidence Interval Procedures,” . Journal of the American Statistical Association , 71 : 949 – 955 .

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