Sequential Estimation Saving Sampling Operations
提出一种加速Anscombe、Chow和Robbins序贯估计方法的技术,能以预期样本量略增为代价,将抽样操作次数减少任意预定倍数,并给出大样本理论和小样本数值验证。
SUMMARY A method is proposed for accelerating the sequential estimation procedure due to Anscombe, Chow and Robbins. It enables the number of sampling operations to be reduced by any predetermined factor, at the expense of only a slight increase in the expected sample size. The large sample theory is outlined, and some numerical computations provided to demonstrate the practicality of the procedure for smaller samples.