Sequential estimation
In statistics, sequential estimation refers to estimation methods in sequential analysis where the sample size is not fixed in advance. Instead, data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed.
See also
References
- Thomas S. Ferguson (1967) Mathematical statistics: A decision theoretic approach., Academic Press. ISBN 0-12-253750-5
- Wald, Abraham (1947). Sequential Analysis. New York: John Wiley and Sons. ISBN 0-471-91806-7.
See Dover reprint: ISBN 0-486-43912-7
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