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seminars:stat:02262015

Statistics Seminar

Department of Mathematical Sciences

DATE: | Thursday, February 26, 2015 |
---|---|

TIME: | 1:15pm to 2:15pm |

LOCATION: | WH 100E |

SPEAKER: | Lin Yao (Binghamton University) |

TITLE: | Proof of order-two asymptotic efficiency of the Chow-Robbins sequential procedure to construct a fixed-width confidence interval for the unknown mean of a normal distribution with unknown variance |

**Abstract**

We will show that the Chow-Robbins sequential procedure to construct a fixed-width confidence interval for the unknown mean of a normal distribution with unknown variance is asymptotically (as the length of the confidence interval shrinks to zero) efficient of the second order.

seminars/stat/02262015.txt · Last modified: 2015/02/05 14:39 by aleksey

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