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.
Descriptors:
Subject Categories:
- Statistics and Probability