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October 1997 Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
Wei Liu
Ann. Statist. 25(5): 2164-2171 (October 1997). DOI: 10.1214/aos/1069362392

Abstract

A new sequential sampling scheme is proposed in which, after an initial batch sample, sampling is continued in batches of data-dependent sizes (at most k such batches), and then one-at-a-time with a data-dependent stopping rule. This new scheme requires about the same sample size as the fully sequential Anscombe-Chow-Robbins (ACR) sampling scheme but substantially fewer sampling operations. The problem of constructing fixed-width confidence intervals for the mean of a normal population with unknown variance is used as an illustration.

Citation

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Wei Liu. "Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins." Ann. Statist. 25 (5) 2164 - 2171, October 1997. https://doi.org/10.1214/aos/1069362392

Information

Published: October 1997
First available in Project Euclid: 20 November 2003

zbMATH: 0942.62091
MathSciNet: MR1474088
Digital Object Identifier: 10.1214/aos/1069362392

Subjects:
Primary: 62L12
Secondary: 62E99

Rights: Copyright © 1997 Institute of Mathematical Statistics

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Vol.25 • No. 5 • October 1997
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