##Statistics Seminar##\\ Department of Mathematical Sciences ~~META:title =February 26, 2015~~ ^ **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.