Interval Estimation of Prescribed Accuracy

  • David Siegmund
Part of the Springer Series in Statistics book series (SSS)

Abstract

For a fixed sample problem the accuracy of an estimator of a parameter θ typically depends on the unknown value of θ and perhaps also on the value of an unknown nuisance parameter λ. To achieve estimators of prescribed accuracy, it seems natural to proceed sequentially, to get some preliminary idea of the value of (θ,λ) and use the preliniminary information to determine the final sample size.

Keywords

Coverage Probability Interval Estimation Sequential Probability Ratio Test Prescribe Accuracy Approximate Confidence Interval 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1985

Authors and Affiliations

  • David Siegmund
    • 1
  1. 1.Department of StatisticsStanford UniversityStanfordUSA

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