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Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level |
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| Authors: | Yoshikazu Takada |
| Institution: | (1) Department of Computer Science, Kumamoto University, Kumamoto 860-8555, Japan |
| Abstract: | This paper considers a three-stage procedure which was proposed by Holm (1995) to yield a fixed-width confidence interval of the normal mean with a precise confidence level. The procedure is shown to be asymptotically second-order efficient. The procedure is also applied to such problems as bounded risk and hypothesis testing |
| Keywords: | Stein’ s two-stage procedure Three-stage procedure Exact consistency Asymptotic second-order efficiency Fixed-width confidence interval |
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