Abstract
The sequential procedure developed by Bhargava and Srivastava (1973, J. Roy. Statist. Soc. Ser. B, 35, 147–152) to construct fixed-width confidence intervals for contrasts in the means is further analyzed. Second-order approximations for the first two moments of the stopping time and the coverage probability associated with the sequential procedure, are obtained. A lower bound for the number of “additional” observations after stopping is derived, which ensures the “mxact” probability of coverage. Moreover, two-stage, three-stage and “modified” sequential procedures are proposed for the same estimation problem. Relative advantages and disadvantages of these sampling schemes are discussed and their properties are studied.
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Chaturvedi, A., Shukla, N.D. & Shukla, P.S. Fixed-width confidence intervals for contrasts in the means. Ann Inst Stat Math 44, 157–167 (1992). https://doi.org/10.1007/BF00048678
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DOI: https://doi.org/10.1007/BF00048678