Accession Number:

ADA023281

Title:

On Robust Sequential Confidence Intervals,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1976-01-01

Pagination or Media Count:

15.0

Abstract:

The comparison in another paper of sequential confidence intervals of fixed length proposed by Chow and Robbins and Serfling and Wackerly are extended to include robust stopping rules based on M-estimators. It is found that a difference in the asymptotic variances exists, a phenomenon not observed in the previous paper. A method is given which makes the approach computationally feasible.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE