The goal of this thesis is to derive an accurate confidence interval after a sequential test with Christmas tree boundaries. We shall begin with an approximate pivot based on signed-root transformation, then apply the procedure of Weng and Woodroofe [2000] to derive an improved confidence interval. Accuracy of the theoretical result is investigated by simulations.
| Identifer | oai:union.ndltd.org:CHENGCHI/A2002001342 |
| Creators | 林炳良 |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 英文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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