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Title:Sequential Confidence Sets With Guaranteed Coverage Probability and Beta-Protection in Multiparameter Families
Author(s):Fakhre-Zakeri, Issa
Doctoral Committee Chair(s):Awijsmon, Robert,
Department / Program:Statistics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Abstract:We consider a class of invariant sequential procedures for constructing one-sided and two-sided confidence sets for a parameter $\gamma$ in R$\sp{k}$, with the property that they have a coverage probability at least 1 - $\alpha$ and probability of covering a certain set of false values at most $\beta$. In addition, a method is proposed that is capable of generating a wide variety of sequential confidence sets (not necessarily equivariant) and some of its properties are investigated. The asymptotic properties of the stopping time are studied and the limiting values of the error probabilities are found as the parameter approaches the boundary points. Applications are made to the problem of simultaneous confidence sets for the mean and variance of a normal random variable and for its multivariate analogue.
Issue Date:1987
Description:72 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987.
Other Identifier(s):(UMI)AAI8803033
Date Available in IDEALS:2014-12-16
Date Deposited:1987

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