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An Integrated Sequential Inference Approach for the Normal Mean
Almahmeed, M.A.,Hamdy, H.I.,Alzalzalah, Y.H.,Son, M.S. The Korean Statistical Society 2002 Journal of the Korean Statistical Society Vol.31 No.4
A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.