Sequential fixed width confidence intervals

Citation

Asparouhov, Tihomir Zlatev (2000) Sequential fixed width confidence intervals. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/0DZR-RK42. https://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.

Thesis Files