Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions

@article{Arup1995SequentialIE,
  title={Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions},
  author={Bose Arup and Mukhopadhyay Nitis},
  journal={Sequential Analysis},
  year={1995},
  volume={14},
  pages={287-305}
}
We reconsider the problem of constructing interval estimate of fixed proportional accuracy as introduced in Bose and Boukai (1993b). We discuss two approaches to make their fully sequential procedure operationally more attractive. First, we propose to implement their sequential procedure in smaller pieces along the lines of Mukhopadhyay and Sen (1993). Second, we perform purely sequential sampling part of the way, followed by appropriate batch sampling. In either case we provide the second… Expand
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