Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations

• Published in: Sequential analysis Vol. 39; no. 4; pp. 484 - 519
• Main Authors: Mukhopadhyay, Nitis, Wang, Zhe
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 01.10.2020; Taylor & Francis Ltd
• Subjects: Asymptotic properties; Asymptotics; Boundaries; confidence interval; Confidence intervals; Data analysis; Estimators; first-order efficiency; fixed width; minimum risk; permutation; Permutations; point estimation; risk efficiency; second-order efficiency; second-order regret; sequential sampling in groups; simulations; wind energy data; Wind power

Purely sequential estimation for unknown mean ( ) in a normal population having an unknown variance ( ) when observations are gathered in groups has been recently discussed in Mukhopadhyay and Wang ( 2020 ). In this article, we briefly revisit two fundamental problems on sequential estimation: (i) t...