On the asymptotic theory of fixed-width sequential confidence intervals for the mean
YS Chow, H Robbins - The Annals of Mathematical Statistics, 1965 - JSTOR
YS Chow, H Robbins
The Annals of Mathematical Statistics, 1965•JSTORPurdue University and Columbia University 1. Introduction. Let xl, x2,... be a sequence of
independent observations from some population. We want to find a confidence interval of
prescribed width 2d and prescribed coverage probability a for the unknown mean, u of the
population. If the variance 02 of the population is known, and if d is small compared to 72
this can be done as follows. For any n? 1 define A-= nI E, X In in [Xfn-d, Xtn+ d], and choose
a to satisfy (2) rf_a eu22 du= a.
independent observations from some population. We want to find a confidence interval of
prescribed width 2d and prescribed coverage probability a for the unknown mean, u of the
population. If the variance 02 of the population is known, and if d is small compared to 72
this can be done as follows. For any n? 1 define A-= nI E, X In in [Xfn-d, Xtn+ d], and choose
a to satisfy (2) rf_a eu22 du= a.
Purdue University and Columbia University 1. Introduction. Let xl, x2,... be a sequence of independent observations from some population. We want to find a confidence interval of prescribed width 2d and prescribed coverage probability a for the unknown mean, u of the population. If the variance 02 of the population is known, and if d is small compared to 72 this can be done as follows. For any n? 1 define A-= nI E, X In in [Xfn-d, Xtn+ d], and choose a to satisfy (2) rf_a eu22 du= a.
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