Abstract

Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Similar Papers

Paper Title
Journal
Date
Author
Asymptotical problems of sequential interval and point estimation
A A Abdushukurov ... G G Rakhimova
Industrial laboratory. Diagnostics of materials | VOL. 86
A A Abdushukurov, et. al.A A Abdushukurov ... G G Rakhimova
18 Jul 2020
Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process
Masanobu Taniguchi ... Takayuki Shiohama
Annals of the Institute of Statistical Mathematics | VOL. 53
Masanobu Taniguchi, et. al.Masanobu Taniguchi ... Takayuki Shiohama
01 Jan 2001
The sequential estimation in stochastic regression model with random coefficients
Sangyeol Lee
Statistics and Probability Letters | VOL. 61
Sangyeol LeeSangyeol Lee
01 Nov 2002
On guaranteed parameter estimation of a multiparameter linear regression process
Vyacheslav A Vasiliev ... Uwe Küchler
Automatica | VOL. 46
Vyacheslav A Vasiliev, et. al.Vyacheslav A Vasiliev ... Uwe Küchler
16 Mar 2010
View more papers

More From: JOURNAL OF THE JAPAN STATISTICAL SOCIETY

Paper Title
Journal
Date
Author
Poisson Approximations for Sum of Bernoulli Random Variables and its Application to Ewens Sampling Formula
Hajime Yamato
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | VOL. 47
Hajime YamatoHajime Yamato
28 Dec 2017
Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example
Yan Zhuang ... Nitis Mukhopadhyay
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | VOL. 47
Yan Zhuang, et. al.Yan Zhuang ... Nitis Mukhopadhyay
28 Dec 2017
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect
Yuta Koike
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | VOL. 47
Yuta KoikeYuta Koike
28 Dec 2017
A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
Aki Ishii
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | VOL. 47
Aki IshiiAki Ishii
28 Dec 2017
View more papers