Sequential estimation

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In statistics, sequential estimation refers to estimation methods in sequential 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.

[edit] See also

• Sequential Probability Ratio Test

[edit] References

• Thomas S. Ferguson, Mathematical statistics: A decision theoretic approach. Probability and Mathematical Statistics, Vol. 1, xi+396 pp., Academic Press, New York-London 1967
• Wald, Abraham (1947). Sequential Analysis. New York: John Wiley and Sons. ISBN 0471918067. “See Dover reprint: ISBN 0486439127” 

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Categories: Statistics stubs | Estimation theory | Sequential methods

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• This page was last modified 15:49, 28 May 2008 by Wikipedia user Melcombe. Based on work by Wikipedia user(s) Adoniscik, Fnielsen, ENeville, Den fjättrade ankan and Kjs50.
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