SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVAL ESTIMATION FOR THE PERCENTILES OF A NORMAL DISTRIBUTION

Keiichi Hirose; Eiichi Isogai

doi:10.14490/jjss1995.27.123

Keiichi Hirose, Eiichi Isogai

著者情報

キーワード: Asymptotic consistency, Bias correction, Second-order expansion, Expected sample size, Stopping rule

ジャーナルフリー

1997 年 27 巻 2 号 p. 123-134

DOI https://doi.org/10.14490/jjss1995.27.123

詳細

抄録

In this paper we consider sequential fixed-width confidence interval estimation for the percentiles of a normal distribution with unknown mean and variance. We construct two kinds of confidence intervals by using a stopping rule and show their asymptotic consistency. We also try to compare the performance of these confidence intervals by the simulation results.

責任著者(Corresponding author)

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