## The Annals of Statistics

- Ann. Statist.
- Volume 25, Number 5 (1997), 2164-2171.

### Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins

#### Abstract

A new sequential sampling scheme is proposed in which, after an initial batch sample, sampling is continued in batches of data-dependent sizes (at most *k* such batches), and then one-at-a-time with a data-dependent stopping rule. This new scheme requires about the same sample size as the fully sequential Anscombe-Chow-Robbins (ACR) sampling scheme but substantially fewer sampling operations. The problem of constructing fixed-width confidence intervals for the mean of a normal population with unknown variance is used as an illustration.

#### Article information

**Source**

Ann. Statist., Volume 25, Number 5 (1997), 2164-2171.

**Dates**

First available in Project Euclid: 20 November 2003

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1069362392

**Digital Object Identifier**

doi:10.1214/aos/1069362392

**Mathematical Reviews number (MathSciNet)**

MR1474088

**Zentralblatt MATH identifier**

0942.62091

**Subjects**

Primary: 62L12: Sequential estimation

Secondary: 62E99: None of the above, but in this section

**Keywords**

Confidence interval sequential sampling stopping time

#### Citation

Liu, Wei. Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins. Ann. Statist. 25 (1997), no. 5, 2164--2171. doi:10.1214/aos/1069362392. https://projecteuclid.org/euclid.aos/1069362392