Asymptotic expansions for sequential confidence levels in inverse linear regression |
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| Authors: | Mohamed Tahir |
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| Affiliation: | Department of Statistics , Temple University , Philadelphia, PA, 19122 |
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| Abstract: | Non-linear renewal theory is used to derive second order asymptotic expansions for the coverage probability of a fixed-width sequential confidence interval for an unknown parameter xin the inverse linear regression model. These expansions are obtained for a two-stage sequential procedure, proposed by Perng and Tong (1974) for the construction of a confidence interval for x. |
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| Keywords: | inverse linear regression fixed-width confidence intervals two-stage sequential procedure asymptotic expansions excess over the boundary |
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