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- W2079666260 abstract "In order to construct a fixed-size confidence region for the mean vector of an unknown distribution function F , a new purely sequential sampling strategy is proposed first. For this new procedure, under some regularity conditions on F , the coverage probability is shown (Theorem 2.1) to be at least (1− α )− Bα 2 d 2 + o ( d 2 ) as d →0, where (1− α ) is the preassigned level of confidence, B is an appropriate functional of F , and 2 d is the preassigned diameter of the proposed spherical confidence region for the mean vector of F . An accelerated version of the stopping rule is also provided with the analogous second-order characteristics (Theorem 3.1). In the special case of a p -dimensional normal random variable, analogous purely sequential and accelerated sequential procedures as well as a three-stage procedure are briefly introduced together with their asymptotic second-order characteristics." @default.
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- W2079666260 date "1997-02-01" @default.
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- W2079666260 title "On Sequential Fixed-Size Confidence Regions for the Mean Vector" @default.
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- W2079666260 doi "https://doi.org/10.1006/jmva.1996.1654" @default.
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