References
J. S. Chow and H. Robbins, "On the asymptotic theory of fixed-width sequential confidence intervals for the mean," Ann. Math. Stat.,36, 457–462 (1965).
A. S. Paulson, E. W. Kumar, and R. A. Leitch, "The estimation of the parameters of the stable laws," Biometrica,62, 163–170 (1975).
V. M. Zolotarev, Statistical Estimation of Parameters of Stable Laws of Distributions [in Russian], in: Memoirs of the Banach Mathematical Center (1978).
V. M. Zolotarev, "Estimation of parameters of multidimensional stable distributions," Teoriya Veroyatn. Primen.,23, No. 2, 472–473 (1978).
V. M. Zolotarev and O. L. Petrova, "Estimation of parameters of stable distributions," in: Second International Conference on Probability Theory and Math. Stat.: Abstracts of Reports [in Russian], Vilnius (1977).
M. Loeve, Probability Theory [Russian translation], IL, Moscow (1962).
S. Saks, Theory of Statistical Inference [Russian translation], Mir, Moscow (1975).
J. C. Geertsma, "Sequential confidence intervals based on rank tests," Ann. Math. Stat.,41, No. 3, 1016–1026 (1970).
P. J. Bickel and J. A. Yahav, "Asymptotically optimal Bayes and minimax procedures in sequential estimation," Ann. Math. Stat.,39, 442–456 (1968).
I. A. Ibragimov and Yu. V. Linnik, Independent and Stationary Related Variables [in Russian], Nauka, Moscow (1965).
D. S. Sil'vestrov, Limit Theorems for Composite Random Functions [in Russian], Vishcha Shk., Kiev (1974).
Additional information
Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, Trudy Seminara, pp. 85–90, 1990.
Rights and permissions
About this article
Cite this article
Tursunov, G.T. Sequential estimation of the mean of stable distributions by fixed-width confidence intervals. J Math Sci 69, 1210–1214 (1994). https://doi.org/10.1007/BF01249808
Issue Date:
DOI: https://doi.org/10.1007/BF01249808