Location of Repository

Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption

By A.S. Yousef, A.C. Kimber and H.I. Hamdy


This article discusses the sensitivity of the sequential normal-based triple sampling procedure for estimating the population mean to departures from normality. We assume only that the underlying population has finite but unknown first four moments and find that asymptotically the behaviour of the estimator and the sample size depend on both the skewness and kurtosis of the underlying distribution, when using a squared error loss function with linear sampling cost. We supplement our findings with a simulation experiment to study the performance of the estimator and the sample size in a range of conditions

Topics: HA
Year: 2013
OAI identifier: oai:eprints.soton.ac.uk:65555
Provided by: e-Prints Soton

Suggested articles



  1. (1997). A k-stage sequential sampling procedure for estimation of normal mean.
  2. (1985). A note on three stage and sequential point estimation procedures for a normal mean.
  3. (1976). An Introduction to Probability Theory and Mathematical Statistics.
  4. (1981). Asymptotic theory of triple sampling for sequential estimation of a mean.
  5. (1964). Effect of non-normality on a sequential test for mean.
  6. (1988). Negative regret, optimal stopping, and the elimination of outliers.
  7. (1953). On stein’s two-stage procedure.
  8. (1965). On the asymptotic theory of fixed width confidence intervals for the mean.
  9. (1940). On the non existence of tests of “students” hypothesis having power functions independent ofσ .
  10. (1988). Remarks on the asymptotic theory of triple stage estimation of the normal mean.
  11. (1940). Robust Statistical Procedures, Asymptotics and Interrelations.
  12. (1977). Robustness of Stein’s two-stage procedure for mixtures of normal populations.
  13. (1953). Sequential
  14. (1959). Sequential estimation of the mean of a normal population. Probability and Statistics (Harald Cramer Volume) 235-245. Almquist and Wiksell,
  15. (1949). Some problems in sequential estimation.
  16. (1983). The robustness of Stein’s two-stage procedure.
  17. (1998). Three stage estimation for the mean of a one parameter exponential family.
  18. (1989). Three stage estimation procedure for the exponential location parameters.
  19. (1987). Three stage estimation procedures of the negative exponential distribution.
  20. (1987). Three stage point estimation procedures for a normal mean.
  21. (1987). Triple sampling procedure for estimating the scale parameter of Pareto distribution.
  22. (1988). Triple stage point estimation for the exponential location parameter.

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.