On the location parameter confidence intervals based on a random size sample from a partially known population

The problem of constructing confidence intervals of a fixed length for the location parameter based on a random size sample is considered. It is proposed to use the confidence interval $$\theta _p^* - u\sqrt p /\sigma< \theta< \theta _p^* + u\sqrt p /\sigma $$ , whereθ _p ^* is an adaptive estimator,σ ² is the Fisher information, and p^?1 is the mean of the sample size. Nonparametric bounds are given for the limit as p → 0 confidence probability. Bibliography: 5 titles.