Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins
A new sequential sampling scheme is proposed in which, after an initial batch sample, sampling is continued in batches of data-dependent sizes (at most k such batches), and then one-at-a-time with a data-dependent stopping rule. This new scheme requires about the same sample size as the fully sequential Anscombe-Chow-Robbins (ACR) …