Sequential Confidence Region Estimation of a Function of the Parameters
A. Chaturvedi (1988). Sequential Confidence Region Estimation of a Function of the Parameters. Journal of Statistical Research, Vol. 22, No. 1-2, pp. ??-??.
Abstract
A sequential procedure is developed for estimating a function (scalar of vector-valued) of the parameters of two populations, satisfying certain regularity conditions. The proposed procedure is shown to be "asymptotically consistent" and "asymptotically efficient" in Chow-Robbins (1965) sense.
