Abstract
A general method for determining stopping rules to obtain a fixed-width confidence interval of prescribed coverage probability for an unknown parameter of a distribution is obtained. Asymptotic theory in the sense of Chow and Robbins [4] is discussed. The sequential procedure obtained is asymptotically consistent and efficient in the sense of Chow and Robbins [4].
Citation
Rasul A. Khan. "A General Method of Determining Fixed-Width Confidence Intervals." Ann. Math. Statist. 40 (2) 704 - 709, April, 1969. https://doi.org/10.1214/aoms/1177697747
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