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Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level

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Abstract

This paper considers a three-stage procedure which was proposed by Holm (1995) to yield a fixed-width confidence interval of the normal mean with a precise confidence level. The procedure is shown to be asymptotically second-order efficient. The procedure is also applied to such problems as bounded risk and hypothesis testing

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Authors and Affiliations

  1. Department of Computer Science, Kumamoto University, Kumamoto, 860-8555, Japan

    Yoshikazu Takada

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  1. Yoshikazu Takada
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Correspondence to Yoshikazu Takada.

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Takada, Y. Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level. Metrika 63, 19–31 (2006). https://doi.org/10.1007/s00184-005-0003-1

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  • DOI: https://doi.org/10.1007/s00184-005-0003-1

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