Physical Sciences and Mathematics Commons^™

Sequential Estimation By Intervals Of A Fixed Width Of The Asymptotic Variance Of Rank Estimates Of The Shift Parameter, Gulnoza Rakhimova

Bulletin of National University of Uzbekistan: Mathematics and Natural Sciences

In this paper, we consider a sequential interval estimation by intervals of a fixed width of the asymptotic variance of rank estimates of the shift parameter. Reviewed the asymptotical properties of estimates of functionals of an unknown probability density and the conditions of the asymptotical consistency of a confidence interval of a fixed width and the asymptotical efficiency of the stopping time. The convergence rate of consistency of the fixed width interval for the asymptotic variance of rank estimates of the shift parameter is obtained.