Abstract
We propose a sequential procedure for estimating with prescribed proportional accuracy one parameter in a class of two-parameter exponential family of distributions. We study the properties of the resulting stopping time and provide second-order analysis of the coverage probability associated with it by using Edgeworth expansion.
Citation
Arup Bose. Benzion Boukai. "Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions." Ann. Statist. 24 (4) 1792 - 1803, August 1996. https://doi.org/10.1214/aos/1032298295
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