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Title:  Sequential and NonSequential Confidence Intervals With Guaranteed Coverage Probability and BetaProtection (Estimation, Statistics, Minimaxity) 
Author(s):  Juhlin, Kenton Duane 
Department / Program:  Mathematics 
Discipline:  Mathematics 
Degree Granting Institution:  University of Illinois at UrbanaChampaign 
Degree:  Ph.D. 
Genre:  Dissertation 
Subject(s):  Statistics 
Abstract:  In this thesis we examine several problems related to the construction of onesided confidence intervals for the mean of a distribution. Let (mu) be the mean (of a normal distribution with variance 1, or of a 1parameter exponential distribution) and let (phi)((mu)) be a function of (mu). Given error probabilities (alpha) and (beta), we require that the interval I satisfy P(,(mu)) (mu) (ELEM) I (GREATERTHEQ) 1  (alpha) and P(,(mu)) (phi)((mu)) (ELEM) I (LESSTHEQ) (beta) for all (mu). For some specific problems we study, there are fixed sample size procedures which are solutions. For such procedures we study their minimaxity and admissibility. If no fixed sample size procedure is a solution, we show the existence of sequential procedures which solve the problem. For some of these we provide numerical results which give some measure of how well the procedures perform. We give details of the computational techniques; these have applicability to sequential problems other than the ones we studied. 
Issue Date:  1985 
Type:  Text 
Description:  142 p. Thesis (Ph.D.)University of Illinois at UrbanaChampaign, 1985. 
URI:  http://hdl.handle.net/2142/71231 
Other Identifier(s):  (UMI)AAI8511624 
Date Available in IDEALS:  20141216 
Date Deposited:  1985 
This item appears in the following Collection(s)

Dissertations and Theses  Mathematics

Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois