In this note we apply the sequential theory developed by Chow and Robbins [1] and Gleser [3], [4] to the inverse linear regression problem. A two-stage sequential procedure has been proposed for the construction of a fixed-width confidence interval for $x$ (an unknown parameter). It is shown that the limiting probabilities of "correct decision" are equal to $P^\ast$ (pre-assigned).
Publié le : 1974-05-14
Classification:
Inverse linear regression problem,
two-stage sequential procedure,
fixed-width confidence interval,
62L10
@article{1176342713,
author = {Perng, S. K. and Tong, Yung Liang},
title = {A Sequential Solution to the Inverse Linear Regression Problem},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 535-539},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342713}
}
Perng, S. K.; Tong, Yung Liang. A Sequential Solution to the Inverse Linear Regression Problem. Ann. Statist., Tome 2 (1974) no. 1, pp. 535-539. http://gdmltest.u-ga.fr/item/1176342713/