  A large class of problems in sciences and engineering can be formulated as
the general problem of constructing random intervals with pre-specified
coverage probabilities for the mean. Wee propose a general approach for
statistical inference of mean values based on accumulated observational data.
We show that the construction of such random intervals can be accomplished by
comparing the endpoints of random intervals with confidence sequences for the
mean. Asymptotic results are obtained for such sequential methods.
