|
|||||
|
|
On fixed-width confidence intervals associated with maximum likelihood estimation |
|
| Authors: | Kai Fun Yu |
| Affiliation: | (1) Department of Statistics, University of South Carolina, 29208 Columbia, South Carolina |
| Abstract: | A sequential procedure is proposed to determine the sample size for a fixed-width confidence interval for an unknown parameter with its maximum likelihood estimator as the center of the interval. It is established that the sequential procedure is asymptotically consistent and efficient. |
| Keywords: | Fixed-width confidence intervals maximum likelihood estimator Fisher information observed Fisher information sequential procedure asymptotic consistency asymptotic efficiency |
| 本文献已被 SpringerLink 等数据库收录！ | |