Sequential Estimation in the Uniform Density. II.
STANFORD UNIV CALIF DEPT OF STATISTICS
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A two-stage sequential procedure is proposed for finding bounded length confidence intervals for the parameter of the uniform distribution on O, theta. The procedure satisfies admissibility criteria in terms of the maximum number of observations required and the expected number of observations. Unbiased point estimation of the parameter theta using sequential methods is also discussed. Author
- Statistics and Probability