Adaptive Interval Estimation of the Mean in Unbalanced One-Way Random Effects Models | ||||
| The Egyptian Statistical Journal | ||||
| Article 7, Volume 51, Issue 2, December 2007, Page 126-134 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.2007.313843 | ||||
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| Abstract | ||||
| A two-stage sequential procedure is introduced to control the width and coverage (validity) of confidence intervals for the estimation of the mean in unbalanced one-way random effects models. The procedure uses unbalanced pilot sample data to estimate an "optimal" group size and then proceeds to determine the number of groups by a stopping rule. Several asymptotic results concerning the proposed procedure are given along with simulation results to assess its performance in moderate sample size situations, under varying degrees of imbalance. The proposed procedure was found to effectively control the width and probability of coverage of the resulting confidence intervals in all cases. The procedure is illustrated using a real data set. | ||||
| Keywords | ||||
| Confidence Intervals; Harmonic Mean Method; Sequential Estimation; Stopping Time; Two; Stage Sequential Sampling; Validity Of Confidence Intervals | ||||
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Statistics Article View: 25 |
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