On Sequential Fixed-Size Confidence Regions for the Mean Vector

• 1 February 1997
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 60  (2) , 233-251
• https://doi.org/10.1006/jmva.1996.1654

Abstract

Keywords

• SPHERICAL CONFIDENCE REGION
• AVERAGE SAMPLE NUMBER
• THREE-STAGE
• MEAN VECTOR
• COVERAGE PROBABILITY
• DISTRIBUTION-FREE
• PURELY SEQUENTIAL AND ACCELERATED SEQUENTIAL
• SECOND-ORDER EXPANSIONS
• SEQUENTIAL FIXED-SIZE CONFIDENCE REGION
• SEQUENTIAL SAMPLING
• CONFIDENCE REGION
• SECOND ORDER
• RANDOM VARIABLE