On Sequential Confidence Intervals Based on Wilcoxon Type Estimates

Srivastava, M. S.; Sen, A. K.

Ann. Statist., Tome 1 (1973) no. 2, p. 1200-1202 / Harvested from Project Euclid

Résumé

For the location parameter family of distributions $F(x - \theta)$ under some regularity conditions, a confidence interval for $\theta$ of fixed width $2d$ and given confidence coefficient $1 - \alpha$ in the limit as $d$ tends to zero is obtained using Hodges-Lehmann estimates based on Wilcoxon statistics. An upper bound on the average sample size is also given.

Publié le : 1973-11-14
Classification:

@article{1176342569,
     author = {Srivastava, M. S. and Sen, A. K.},
     title = {On Sequential Confidence Intervals Based on Wilcoxon Type Estimates},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 1200-1202},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342569}
}

Srivastava, M. S.; Sen, A. K. On Sequential Confidence Intervals Based on Wilcoxon Type Estimates. Ann. Statist., Tome 1 (1973) no. 2, pp.  1200-1202. http://gdmltest.u-ga.fr/item/1176342569/