ABSTRACT
In Chapters 6-9, we have introduced a number of multistage methodologies for fixed-width confidence interval, minimum risk point estimation, and bounded risk point estimation problems. These addressed estimation problems for an appropriate mean, location, variance or scale parameter in a number of distributions including a normal, negative exponential, exponential, binomial or Poisson. It should be no surprise that the proposed methodologies so far have relied heavily upon crucial characteristics of the distributions under consideration. In this chapter, we go distributionfree or nonparametric under a banner of estimation. One may recall that Chapter 5 included glimpses of selected nonparametric sequential tests.
