### Sidebar

seminars:stat:02262015

Statistics Seminar
Department of Mathematical Sciences

 DATE: Thursday, February 26, 2015 1:15pm to 2:15pm WH 100E Lin Yao (Binghamton University) 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.