An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution

DOI10.1080/03610918.2014.889160zbMath1360.62419OpenAlexW1992153722MaRDI QIDQ3178500

Hubert J. Chen, Shu-Fei Wu

Publication date: 14 July 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.889160

zbMATH Keywords

confidence regionleast favorable configurationStudent \(t\)fixed-widthlargest (smallest) mean

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

Related Items (1)

Single-stage sampling procedure for heteroscedasticity analysis of means

Cites Work

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• Optimal confidence interval for the largest normal mean with unknown variance
• Optimal confidence interval for the largest normal mean under heteroscedasticity
• Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation
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• A nearly optimal confidence interval for the largest normal mean
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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