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Sequential fixed width confidence intervals

Citation

Asparouhov, Tihomir Zlatev (2000) Sequential fixed width confidence intervals. Dissertation (Ph.D.), California Institute of Technology. http://resolver.caltech.edu/CaltechTHESIS:01272012-142906804

Abstract

We consider the problem of constructing confidence intervals of fixed width d and confidence level γ for the success probability p in Bernoulli trials. Algorithms are given for calculating numerical lower bounds on the average expected sample size required and an asymptotic lower bound is obtained as d -> 0. Sequential and two-stage procedures are proposed that attain the asymptotic lower bounds and nearly attain the numerical lower bounds. Asymptotically optimal sequential and two-stage confidence intervals of fixed width and confidence level are proposed for the mean in a general (non-Bernoulli) context.

Item Type:Thesis (Dissertation (Ph.D.))
Subject Keywords:Mathematics
Degree Grantor:California Institute of Technology
Division:Physics, Mathematics and Astronomy
Major Option:Mathematics
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Lorden, Gary A.
Thesis Committee:
  • Unknown, Unknown
Defense Date:13 March 2000
Record Number:CaltechTHESIS:01272012-142906804
Persistent URL:http://resolver.caltech.edu/CaltechTHESIS:01272012-142906804
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:6787
Collection:CaltechTHESIS
Deposited By: Benjamin Perez
Deposited On:30 Jan 2012 16:54
Last Modified:26 Dec 2012 04:39

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