On random sample size, ignorability, ancillarity, completeness, separability, and degeneracy: Sequential trials, random sample sizes, and missing data Hasselt University KU Leuven
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 concerned here with the alternative situation in which the sample size is itself a random variable which may depend on the ...