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Three-stage point estimation procedures for a normal mean. (English) Zbl 0622.62082

Three-stage sampling procedures are considered for point estimation of the mean of a normal distribution with unknown variance. The paper appears to be an extension, to a certain extent, of an earlier paper of the first author [ibid. 4, 311-319 (1985; Zbl 0577.62076)]. The suggested three-stage procedures are compared with the well-known purely sequential one [H. Robbins, Probability and Statistics, H. Cramér Vol., 235- 245 (1959; Zbl 0095.130)].
It turns out that asymptotically both types of procedures behave similarly. As far as small samples are concerned, each of the both procedures could be preferable and this depends on the initial relative size of the first stage. This is shown through simulation results.
Reviewer: V.T.Stefanov

MSC:

62L12 Sequential estimation
62F10 Point estimation
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References:

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