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Sequential fixed width confidence intervals


Asparouhov, Tihomir Zlatev (2000) Sequential fixed width confidence intervals. Dissertation (Ph.D.), California Institute of Technology.


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:
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:6787
Deposited By: Benjamin Perez
Deposited On:30 Jan 2012 16:54
Last Modified:26 Dec 2012 04:39

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