On Sequential Confidence Intervals Based on Wilcoxon Type Estimates
基于 Wilcoxon 型估计的序贯置信区间
For the location parameter family of distributions $F(x - \theta)$ under some regularity conditions, a confidence interval for $\theta$ of fixed width $2d$ and given confidence coefficient $1 - \alpha$ in the limit as $d$ tends to zero is obtained using Hodges-Lehmann estimates based on Wilcoxon statistics. An upper bound on the average sample size is also given.