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arXiv · 0809.4679

Multistage Estimation of Bounded-Variable Means

Xinjia Chen
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Abstract

In this paper, we develop a multistage approach for estimating the mean of a bounded variable. We first focus on the multistage estimation of a binomial parameter and then generalize the estimation methods to the case of general bounded random variables. A fundamental connection between a binomial parameter and the mean of a bounded variable is established. Our multistage estimation methods rigorously guarantee prescribed levels of precision and confidence.

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Xinjia Chen. 2009-04-27. Multistage Estimation of Bounded-Variable Means. https://arxiv.org/abs/0809.4679

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