We describe the asymptotic theory of triple sampling as it pertains to the estimation of a mean. We obtain limit theorems for the case of the normal distribution. Our results show that triple sampling combines the simplicity of Stein's double sampling technique with the efficiency of the fully sequential Anscombe-Chow-Robbins procedure.
Publié le : 1981-11-14
Classification:
Confidence interval,
efficiency,
normal distribution,
sequential methods,
triple sampling,
62L12,
62E20,
62F10
@article{1176345639,
author = {Hall, Peter},
title = {Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 1229-1238},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345639}
}
Hall, Peter. Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean. Ann. Statist., Tome 9 (1981) no. 1, pp. 1229-1238. http://gdmltest.u-ga.fr/item/1176345639/