Evaluation of the performance of stopping rules in sequential analysis

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There are some problems of statistical inference for which no procedures of fixed sample size are available. For example, the problem of constructing fixed-width confidence interval for the mean of a population with confidence level 95% corresponds to it. For this case, we can solve the problem by means of a sequential sampling method where the size of sample is randomly given. In this research, we considered the problem of evaluating the performance of two-stage estimation procedure, provided the unknown variance has the known lower bound, and established a theory which gives more exact evaluation than precedent research.