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January, 1980 Sequential Point Estimation of the Difference of Two Normal Means
Malay Ghosh, Nitis Mukhopadhyay
Ann. Statist. 8(1): 221-225 (January, 1980). DOI: 10.1214/aos/1176344906

Abstract

A sequential procedure for estimating the difference of two normal means when the variances are unknown and not necessarily equal is proposed, and an asymptotic expression for "regret" is given. This generalizes the corresponding one sample result of Woodroofe.

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Malay Ghosh. Nitis Mukhopadhyay. "Sequential Point Estimation of the Difference of Two Normal Means." Ann. Statist. 8 (1) 221 - 225, January, 1980. https://doi.org/10.1214/aos/1176344906

Information

Published: January, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0422.62075
MathSciNet: MR557569
Digital Object Identifier: 10.1214/aos/1176344906

Subjects:
Primary: 62L12

Keywords: Difference of two normal means , regret , risk efficiency , sequential estimation

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 1 • January, 1980
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