Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 98-100
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L. B. Klebanov; J. A. Melamed. On the location parameter confidence intervals based on a random size sample from a partially known population. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 98-100. http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a6/
@article{ZNSL_1993_207_a6,
author = {L. B. Klebanov and J. A. Melamed},
title = {On the location parameter confidence intervals based on a~random size sample from a~partially known population},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {98--100},
year = {1993},
volume = {207},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a6/}
}
TY - JOUR
AU - L. B. Klebanov
AU - J. A. Melamed
TI - On the location parameter confidence intervals based on a random size sample from a partially known population
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1993
SP - 98
EP - 100
VL - 207
UR - http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a6/
LA - ru
ID - ZNSL_1993_207_a6
ER -
%0 Journal Article
%A L. B. Klebanov
%A J. A. Melamed
%T On the location parameter confidence intervals based on a random size sample from a partially known population
%J Zapiski Nauchnykh Seminarov POMI
%D 1993
%P 98-100
%V 207
%U http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a6/
%G ru
%F ZNSL_1993_207_a6
The problem of constructing confidence intervals of a fixed length for the location parameter based on a random size sample is considered. It is proposed to use the confidence interval $$ \theta^*-u\sqrt p/\sigma<\theta<\theta^*+u\sqrt p/\sigma, $$ where $\theta^*$ is an adaptive estimator, $\sigma^2$ is the Fisher information, and $p^{-1}$ is the mean of the sample size. Nonparametric bounds are given for the limit as $p\to0$ confidence probability. Bibliography: 5 titles.
