On sequential procedures for the point estimation of the mean of a normal population |
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| Authors: | Ajit Chaturvedi |
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| Affiliation: | (1) Department of Statistics, Lucknow University, 226004 Lucknow, India |
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| Abstract: | The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the  regret and first two moments of the stopping rules are studied and second-order approximations are derived. |
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| Keywords: | Normal mean point estimation loss risk stopping rule regret martingales uniform integrability second-order approximations |
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