Jump to content

Sequential estimation

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Kjs50 (talk | contribs) at 12:54, 10 April 2006 (Sequential estimation is a part of sequential analysis methods). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
(diff) โ† Previous revision | Latest revision (diff) | Newer revision โ†’ (diff)

In statistics, sequential estimation refers to estimation method in statistical analysis where the sample size is not fixed in advance. Instead data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed. Sequential estimation belongs to the sequential analysis techniques.

See also

References

  • Thomas S. Ferguson, Mathematical statistics: A decision theoretic approach. Probability and Mathematical Statistics, Vol. 1, Academic Press, New York-London 1967
  • Abraham Wald, Sequential Analysis, (1947)