Fixed-width confidence intervals for a function of normal parameters |
| |
| Authors: | Yoshikazu Takada |
| |
| Affiliation: | Department of Mathematics , Faculty of Science Kumamto University , Kumamoto 860, Japan |
| |
| Abstract: | This paper considers sequantial producers to construct fixed-width confidence intervals for some function θ of mean μ and variance σ2 of normal distribution.Consideration is devoted to θ=exp( μ + σ2/2 ) and θ=μ/σ.Nonlinear renewal theory is used to drive asymptotic expansion of expectation of the stopping time and the estimate as the width of confidence interval decreases to zero.An improvement of the coverage probability is also discussed. |
| |
| Keywords: | Fixed-width confidence interval Auscombe's theorem Asymptotic consistency Nonlinear renewal theory Log-normal distribution |
|
