On the location parameter confidence intervals based on a random size sample from a partially known population
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The problem of constructing confidence intervals of a fixed length for the location parameter based on a random size sample is considered. It is proposed to use the confidence interval
, whereθ p * is an adaptive estimator,σ2 is the Fisher information, and p−1 is the mean of the sample size. Nonparametric bounds are given for the limit as p → 0 confidence probability. Bibliography: 5 titles.
$$\theta _p^* - u\sqrt p /\sigma< \theta< \theta _p^* + u\sqrt p /\sigma $$
KeywordsConfidence Interval Location Parameter Fisher Information Fixed Length Confidence Probability
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© Plenum Publishing Corporation 1996