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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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