Inferences on the ratio of two generalized variances: independent and correlated cases

DOI10.1007/s10260-012-0191-6zbMath1329.62213OpenAlexW2053253768MaRDI QIDQ1934280

Ali Akbar Jafari

Publication date: 28 January 2013

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0191-6

zbMATH Keywords

Monte Carlo simulationcoverage probabilityCholesky decompositiongeneralized confidence intervalgeneralized \(p\) value

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ A new confidence interval for standardized generalized variances of k -multivariate normal populations ⋮ Inference on the parameters of two Weibull distributions based on record values

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• A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances
• Decision theoretic estimation of the ratio of variances in a bivariate normal distribution

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