A Broad and General Sequential Sampling Scheme

Jun Hu; Yan Zhuang

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arXiv · 2207.07283

A Broad and General Sequential Sampling Scheme

Jun Hu·Yan Zhuang

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Abstract

In this paper, we propose a broad and general sequential sampling scheme, which incorporates four different types of sampling procedures: i) the classic Anscombe-Chow-Robbins purely sequential sampling procedure; ii) the ordinary accelerated sequential sampling procedure; iii) the relatively new k-at-a-time purely sequential sampling procedure; iv) the new k-at-a-time improved accelerated sequential sampling procedure. The first-order and second-order properties of this general sequential sampling scheme are fully investigated with two illustrations on minimum risk point estimation for the mean of a normal distribution and on bounded variance point estimation for the location parameter of a negative exponential distribution, respectively. We also provide extensive computational simulation studies and real data analyses for each illustration.

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Jun Hu, Yan Zhuang. 2022-07-15. A Broad and General Sequential Sampling Scheme. https://arxiv.org/abs/2207.07283

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