Sankhya: The Indian Journal of Statistics

1994, Volume 56, Series A, Pt. 1 , pp. 128--143

COMPARING MEANS BY COMBINING INDIVIDUAL SEQUENTIAL ESTIMATORS AVAILABLE FROM INDEPENDENT STUDIES

By

NITIS MUKHOPADHYAY and SAIBAL CHATTOPADHYAY, University of Connecticut

SUMMARY. Suppose we have two independent normal populations having unknown means m 1, m 2 and unknown variances. We also suppose we have available a stopping variable Ni and the associated sample mean from the i-th population, obtained in order to construct a fixed-width confidence interval for m i only, i=1, 2. Under a fairly broad set of assumptions on N1 and N2, we have provided the asymptotic second-order properties of a certain fixed-width confidance interval constructed for estimating m 1- m 2. Several examples have been included involving purely sequential, accelerated sequential and three stage sampling techniques. We have also remarked on the second-order characteristic of an associated point estimation problem.

AMS (1980) subject classification. 62L12,62F12.

Key words and phrases. Available individual estimators, followup sequential comparisons, second-order properties, fixed-width confidence intervals, point estimators, multistage sampling.

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