In this paper, we propose a broad and general sequential sampling scheme, which incorporates four different types of sampling procedures: i) the classic Anscombe-Chow-Robbins purely sequential sampling procedure; ii) the ordinary accelerated sequential sampling procedure; iii) the relatively new k-at-a-time purely sequential sampling procedure; iv) the new k-at-a-time improved accelerated sequential sampling procedure. The first-order and second-order properties of this general sequential sampling scheme are fully investigated with two illustrations on minimum risk point estimation for the mean of a normal distribution and on bounded variance point estimation for the location parameter of a negative exponential distribution, respectively. We also provide extensive computational simulation studies and real data analyses for each illustration.
翻译:在本文件中,我们提出一个广泛和一般的顺序抽样办法,其中包括四种不同类型的抽样程序:一)典型的Anscombe-Chow-Robbins纯顺序抽样程序;二)普通加速顺序抽样程序;三)相对新的K-a-a-时间纯顺序抽样程序;四)新的K-时间改进的加速顺序取样程序;对这一一般顺序抽样办法的第一阶和第二阶性质进行了充分调查,并分别对正常分布的平均值的最低风险估计和负指数分布位置参数的受约束差异点估计进行了两个插图,我们还为每个插图提供了广泛的计算模拟研究和实际数据分析。