| Abstract: | Csenki(1980a) utilized the rate of convergence results of Landers and Rogge(1976b) for suitably normalized random means to obtain the rate of convergence of the coverage probability for Chow-Robbins'(1965) fixed-width confidence interval procedure. In this paper, we utilize the rate of convergence results of Ghosh and DasGupta(1980) for suitably normalized random U-statistics to derive the rate of convergence of the coverage probability for estimating the mean of a U-statistic through Sproule's(1969, 1974) procedure. We show that Csenki's(1980a) convergence rate can be achieved with a substantial economy on moment condition. We also propose a two-stage procedure for this pro-1970 AMS Classification: 60F05, 62L10, 62G10 |
