Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Sequential Confidence Interval with $\beta$-protection for a Linear Function of Two Normal Means

  • Kim, Sung-Lai (Department of Mathematics, Chungnam National University)
  • Published : 1997.09.01
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Abstract

A sequential procedure for estimating a linear function of two normal means which satisfies the two requirements, i.e. one is a condition of coverage probability, the other is a condition of $\beta$-protection, is proposed when the variances are unknown and not necessarily equal. We give asymptotic behaviors of the proposed stopping time.

Keywords

References

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