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.
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References
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Ghosh, M., andN. Mukhopadhyay: Asymptotic normality of stopping times in sequential analysis, 1976.
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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
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DOI: https://doi.org/10.1007/BF01893408