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Sequential estimation of linear models in three stages

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Abstract

The objective of this study is to extend the triple sampling methodologies to cover problems that arise in linear models. In particular, we aim to study the performance of triple sampling procedures, while controlling the risk of estimating some linear functions of means under the normality assumption. Both point as well as confidence interval estimation techniques are considered. We point out that the goal of controlling the estimation risk is reached in all cases. It is also shown analytically that triple sampling procedures have the same features of the one- by- one sequential sampling schemes.

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Authors and Affiliations

  1. Department of Insurance and Statistics, University of Kuwait, College of Commerce, P.O. Box 5486, 13055, Safat, Kuwait

    M. Al-Mahmeed &  H. I. Hamdy

Authors
  1. M. Al-Mahmeed
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  2. H. I. Hamdy
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Al-Mahmeed, M., Hamdy, H.I. Sequential estimation of linear models in three stages. Metrika 37, 19–36 (1990). https://doi.org/10.1007/BF02613502

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