## Files in this item

FilesDescriptionFormat

application/pdf

8803088.pdf (2MB)
(no description provided)PDF

## Description

 Title: Sequential Confidence Sets With Beta-Protection in the Presence of Nuisance Parameters Author(s): Kim, Sung Lai Doctoral Committee Chair(s): Wijsman, Robert A., Department / Program: Statistics Discipline: Statistics Degree Granting Institution: University of Illinois at Urbana-Champaign Degree: Ph.D. Genre: Dissertation Subject(s): Statistics Abstract: In this thesis we study sequential procedures for constructing one-sided and bounded sequential confidence sets with $\beta$-protection and coverage probability at least 1 $-$ $\alpha$ for the mean of a distribution in the presence of nuisance parameters.Let $\{X\sb{n}$: n = 1,2, dots,$\}$ be i i d p-variate (p $\geq$ 1) random variables with distribution $P\sb{\theta}$, $\theta\in\Theta$. The parameter space $\Theta$ is some abstract set for which various choices will be made. The mean $\mu$ = $\mu(\theta)$ of $P\sb{\theta}$ is the parameter of interest, the rest of $\theta$ will be regarded as a nuisance parameter. In the simplest case $\mu$ is real valued and there is given an imprecision function $\delta(\mu)$ $>$ 0 and error probabilities 0  1). In the univariate case several asymptotic properties of the stopping time are obtained in various limiting situations. Issue Date: 1987 Type: Text Description: 56 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987. URI: http://hdl.handle.net/2142/71502 Other Identifier(s): (UMI)AAI8803088 Date Available in IDEALS: 2014-12-16 Date Deposited: 1987
﻿