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Fixed length sequential confidence intervals for the probability of response. (English) Zbl 0973.62065

Summary: We present a fixed length confidence interval for a proportion, using the distribution of the terminal point under a stopping rule. We will show that under a natural order restriction on the set of terminal points given by the stopping rule we are able to use the distribution of the terminal point to calculate a confidence interval in a way similar to what we use in the fixed sample size case. We then select a stopping rule which gives at most the correct length of the confidence interval.

MSC:

62L12 Sequential estimation
62L10 Sequential statistical analysis
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