SEQUENTIAL CONFIDENCE INTERVALS WITH ${\beta}-PROTECTION$ IN A NORMAL DISTRIBUTION HAVING EQUAL MEAN AND VARIANCE

  • Kim, Sung-Kyun (Department of Computer Engineering, Myongji University) ;
  • Kim, Sung-Lai (Department of Mathematics, Chungnam National University) ;
  • Lee, Young-Whan (Department of Computer and Information Security, Daejeon University)
  • Published : 2007.01.31

Abstract

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

Keywords