On the Point Estimation of Stein s Two-Stage Procedure

Asymptotic properties in the sense of Chow and Robbins(1965) is discussed for a normal distribution with unknown parameter. First order asymptotic properties of two-stage sample size and the associated risk for the analog of the maximum likelihood estimator have found. The sequential two-stage procedure obtained is asymptotically efficient.

1. Introduction

2. Minimum Risk Point Estimation

3. Two-Stage Procedure

4. Simulation

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