Sequential Sampling Based on the Observed Fisher Information to Guarantee The Accuracy of the Maximum Likelihood Estimator
基于观测 Fisher 信息的序贯抽样与最大似然估计精度保障
A sequential sampling scheme in which observations are taken until the observed Fisher information exceeds a target value is considered for a restricted class of parametric families. It is proved that the theorems for fixed sample size asymptotic likelihood inference conditional on ancillary statistics are directly applicable to the sequential sampling scheme for location families. The fixed sample-size approximate ancillary statistic for two-dimensional curved exponential…