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 |
Page generated in 0.0017 seconds