Multistage Estimation of Bounded-Variable Means

2008/09/26 by Xinjia Chen, Chen, Xinjia
Engineering · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Fluid Dynamics and Heat Transfer #Probability (math.PR) #Statistics Theory (math.ST) #math.PR #math.ST #stat.AP #stat.TH

paper · pdf · doi:10.48550/arxiv.0809.4679

24 pages, no figure

openalex publication_date 2008/09/26 · arxiv created 2009/04/27 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we develop a multistage approach for estimating the mean of a bounded variable. We first focus on the multistage estimation of a binomial parameter and then generalize the estimation methods to the case of general bounded random variables. A fundamental connection between a binomial parameter and the mean of a bounded variable is established. Our multistage estimation methods rigorously guarantee prescribed levels of precision and confidence.

Citations

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• THE USE OF CONFIDENCE OR FIDUCIAL LIMITS ILLUSTRATED IN THE CASE OF THE BINOMIAL

Related

• Confidence Interval for the Mean of a Bounded Random Variable and Its Applications in Point Estimation
• A Link between Binomial Parameters and Means of Bounded Random Variables
• Estimating the Parameters of Binomial and Poisson Distributions via Multistage Sampling
• Interval Estimation of Bounded Variable Means via Inverse Sampling
• Exact Methods for Multistage Estimation of a Binomial Proportion