On Sequential Estimation of the Largest Normal Mean When the Variance is Known.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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A class of stopping times is defined for estimating the largest of k normal means when the variance is known. The class can achieve significant reduction in sample size compared to a related procedure because it employs an elimination feature which halts sampling on populations furnishing no information about the largest mean. The asymptotic behavior of the stopping times and the mean square consistency of the estimators are studied.
- Statistics and Probability