Page 612 - Probability and Statistical Inference

13. Sample Size Determination: Two-Stage Procedures 589
589
13. Sample Size Determination: Two-Stage Procedures
13.3.9 (Exercise 13.3.8 Continued) For the bounded risk point estima-
tion problem formulated in Exercise 13.3.8, propose an appropriate two-
stage stopping variable N along the lines of (13.3.5) depending upon U
Pm
and estimate µ – µ by Find the proper choice of “b ” re-
1 2 m
quired in the definition of N by proceeding along (13.3.9) in order to claim
that E [L (µ – µ , ] ≤ ω for all θ, a and t. Is it true that b >
θ
2
m
1
1 for all positive numbers t? Obtain the expressions for E [ ]
θ
and V [ ].
θ