Asparouhov, Tihomir Zlatev (2000) Sequential fixed width confidence intervals. Dissertation (Ph.D.), California Institute of Technology. http://resolver.caltech.edu/CaltechTHESIS:01272012-142906804
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.))|
|Degree Grantor:||California Institute of Technology|
|Division:||Physics, Mathematics and Astronomy|
|Thesis Availability:||Public (worldwide access)|
|Defense Date:||13 March 2000|
|Default Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Benjamin Perez|
|Deposited On:||30 Jan 2012 16:54|
|Last Modified:||26 Dec 2012 04:39|
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