Nonparametric sequential confidence estimation by fixed-width confidence intervals: asymptotic consistency and asymptotic efficiency

Tursunov , Gafur

Муҳандислик ва Иқтисодиёт · 2025-yil

Annotatsiya

This article investigates nonparametric sequential estimation of functionals of an unknown distribution usingfixed-width confidence intervals. General conditions for the asymptotic consistency of the intervals and the asymptoticefficiency of stopping times are established. These conditions are verified through sequential interval estimation of theunknown probability density of a linear random process. The approach is based on limit theorems for randomly stoppedstochastic processes, providing rigorous asymptotic guarantees.

Maqola ma’lumotlari
MualliflarTursunov , Gafur
JurnalМуҳандислик ва Иқтисодиёт
NashriyotПлеханов номидаги Россия иқтисодиёти университетининг Тошкент шаҳридаги филиали
ISSN3060-463X, 3060-463X
Nashr sanasi2025-09-01
Jild3
Son9
TilIngliz
Indeksga qo‘shilgan2026-08-26

Kalit so‘zlar

random variable, stopping time, confidence interval, fixed width, asymptotic consistency, asymptotic efficiency, probability density, linear random process.

Iqtibos keltirish

APATursunov , Gafur (2025). NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY. Муҳандислик ва Иқтисодиёт, 3(9). https://muhandislik-iqtisodiyot.uz/index.php/journal/article/view/1717
GOST (OAK)Tursunov , Gafur NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY // Муҳандислик ва Иқтисодиёт. – 2025. – T. 3, № 9.
MLATursunov , Gafur. “NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY.” Муҳандислик ва Иқтисодиёт, 3(9), 2025. https://muhandislik-iqtisodiyot.uz/index.php/journal/article/view/1717
ChicagoTursunov , Gafur. “NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY.” Муҳандислик ва Иқтисодиёт, 3(9) (2025). https://muhandislik-iqtisodiyot.uz/index.php/journal/article/view/1717
HarvardTursunov , Gafur (2025) ‘NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY’, Муҳандислик ва Иқтисодиёт, 3(9). https://muhandislik-iqtisodiyot.uz/index.php/journal/article/view/1717
BibTeX
@article{tursunovgafur2025,
  title = {NONPARAMETRIC SEQUENTIAL CONFIDENCE ESTIMATION BY FIXED-WIDTH CONFIDENCE INTERVALS: ASYMPTOTIC CONSISTENCY AND ASYMPTOTIC EFFICIENCY},
  author = {Tursunov , Gafur},
  journal = {Муҳандислик ва Иқтисодиёт},
  year = {2025},
  volume = {3},
  number = {9},
  url = {https://muhandislik-iqtisodiyot.uz/index.php/journal/article/view/1717}
}

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