Skip to main content
Log in

Remarks on sequential estimation of a linear function of two means: The normal case

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

Asymptotic normality of the stopping time ofMukhopadhyay [1976] relating to the point estimation problem is proved. Also moderate sample size behaviour of this stopping time has been studied by Monte-Carlo methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Anscombe, F.J.: Large-sample theory of sequential estimation, Proceedings of Cambridge Philosophical Society,46, 1952, 600–607.

    Google Scholar 

  • Ghosh, M., andN. Mukhopadhyay: Asymptotic normality of stopping times in sequential analysis, 1976.

  • Mukhopadhyay, N.: Sequential estimation of a linear function of means of three normal populations, To appear in JASA (March 1976).

  • Rao, C.R.: Linear Statistical Inference and Its Applications, New York 1965.

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mukhopadhyay, N. Remarks on sequential estimation of a linear function of two means: The normal case. Metrika 24, 197–201 (1977). https://doi.org/10.1007/BF01893408

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01893408

Keywords

Navigation