On random sample size, ignorability, ancillarity, completeness, separability, and degeneracy: Sequential trials, random sample sizes, and missing data
On random sample size, ignorability, ancillarity, completeness, separability, and degeneracy: Sequential trials, random sample sizes, and missing data
The vast majority of settings for which frequentist statistical properties are derived assume a fixed, a priori known sample size. Familiar properties then follow, such as, for example, the consistency, asymptotic normality, and efficiency of the sample average for the mean parameter, under a wide range of conditions. We are …