## Files in this item

FilesDescriptionFormat

application/pdf

8803033.pdf (2MB)
(no description provided)PDF

## Description

 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 Discipline: Statistics Degree Granting Institution: University of Illinois at Urbana-Champaign Degree: Ph.D. Genre: Dissertation Subject(s): Statistics 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 Type: Text Description: 72 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987. URI: http://hdl.handle.net/2142/71501 Other Identifier(s): (UMI)AAI8803033 Date Available in IDEALS: 2014-12-16 Date Deposited: 1987
﻿