The problem of sequential point estimation of the mean of a gamma popu
lation, considered by Woodroofe (Second-order approximations for seque
ntial point and interval estimation. Ann. Statist., 1977, 5, 984-995),
is further analyzed. Much simpler techniques are provided for obtaini
ng the second-order approximations for the risk, corresponding to the
sequential procedure and the asymptotic distribution of the stopping t
ime. Copyright (C) 1997 Elsevier Science Ltd.