• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.603-611
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• 1996

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.297-312
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• 2000

A three stage sampling procedure designed to estimate the difference betweentwo normal means is proposed and evaluated within a unified decision-theoretic framework. Both point and fixed-width confidence interval estimation are combined in a single decision rule to make full use of the available data. Adjustments to previous solutions focusing on only one of the latter objectives are indicated. The sensitivity of the confidence interval for detecting shifts in true mean difference is also investigated Numerical and simulation studies are presented to supplement the theoretical results.