On Sequential Estimation of the Largest Normal Mean When the Variance is Known.
Abstract
A class of stopping times is defined for estimating the largest of k normal means when the variance is known. The class can achieve significant reduction in sample size compared to a related procedure because it employs an elimination feature which halts sampling on populations furnishing no information about the largest mean. The asymptotic behavior of the stopping times and the mean square consistency of the estimators are studied.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1977
- Accession Number
- ADA050377
Entities
People
- Raymond J. Carroll
Organizations
- University of North Carolina at Chapel Hill