• 제목/요약/키워드: fixed-width confidence interval

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On Fixed Width Confidence Bounds for the Difference of the Means of Two Linear Processes

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.603-611
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    • 1996
  • In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

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A Note on Comparing Multistage Procedures for Fixed-Width Confidence Interval

  • Choi, Ki-Heon
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.643-653
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    • 2008
  • Application of the bootstrap to problems in multistage inference procedures are discussed in normal and other related models. After a general introduction to these procedures, here we explore in multistage fixed precision inference in models. We present numerical comparisons of these procedures based on bootstrap critical points for small and moderate sample sizes obtained via extensive sets of simulated experiments. It is expected that the procedure based on bootstrap leads to better results.

Estimating the Difference of Two Normal Means

  • M. Aimahmeed;M. S. Son;H. I. Hamdy
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.297-312
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    • 2000
  • A three stage sampling procedure designed to estimate the difference betweentwo normal means is proposed and evaluated within a unified decision-theoretic framework. Both point and fixed-width confidence interval estimation are combined in a single decision rule to make full use of the available data. Adjustments to previous solutions focusing on only one of the latter objectives are indicated. The sensitivity of the confidence interval for detecting shifts in true mean difference is also investigated Numerical and simulation studies are presented to supplement the theoretical results.

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ASYMPTOTIC PROPERTIES OF RANDOM CENTRAL ORDER STATISTICS UNDER CONTAMINATION

  • Kim, Sung-Kyun;Kim, Sung-Lai
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.627-634
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    • 2001
  • Under contamination, Bahadur representations with a strong remainder term are derived for random central order statistics with a prescribed limiting rank, and asymptotic normalities for these statistics of truncated and contaminated data are proved, with a suitable limiting rank. From these results, an application to the fixed-width confidence interval problem is available.