On Robust Sequential Confidence Intervals,
Abstract
The comparison in another paper of sequential confidence intervals of fixed length proposed by Chow and Robbins and Serfling and Wackerly are extended to include robust stopping rules based on M-estimators. It is found that a difference in the asymptotic variances exists, a phenomenon not observed in the previous paper. A method is given which makes the approach computationally feasible.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1976
- Accession Number
- ADA023281
Entities
People
- Raymond J. Carroll
Organizations
- University of North Carolina at Chapel Hill