Abstract
For the location parameter family of distributions $F(x - \theta)$ under some regularity conditions, a confidence interval for $\theta$ of fixed width $2d$ and given confidence coefficient $1 - \alpha$ in the limit as $d$ tends to zero is obtained using Hodges-Lehmann estimates based on Wilcoxon statistics. An upper bound on the average sample size is also given.
Citation
M. S. Srivastava. A. K. Sen. "On Sequential Confidence Intervals Based on Wilcoxon Type Estimates." Ann. Statist. 1 (6) 1200 - 1202, November, 1973. https://doi.org/10.1214/aos/1176342569
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