Confidence Intervals with Fixed Proportional Accuracy
نویسنده
چکیده
The problem of setting a confidence interval with fixed proportional accuracy for the mean of a normal distribution is considered. A sequential procedure is proposed; and asymptotic expansions for its average coverage probabilities and its expected sample size are obtained. The procedure is shown to have asymptotically minimal expected sample size, subject to a constraint on the error probabilities. AMS Subject Classification: 62L12.
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تاریخ انتشار 2003