Abstract
The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the “regret” and first two moments of the stopping rules are studied and second-order approximations are derived.
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Chaturvedi, A. On sequential procedures for the point estimation of the mean of a normal population. Ann Inst Stat Math 40, 769–783 (1988). https://doi.org/10.1007/BF00049431
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DOI: https://doi.org/10.1007/BF00049431