Fixed–size confidence regions for the mean vector of a multinormal distribution

DOI10.1080/07474948608836097zbMath0632.62050OpenAlexW2057848287MaRDI QIDQ3769788

J. S. al-Mousawi, Nitis Mukhopadhyay

Publication date: 1986

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948608836097

zbMATH Keywords

simulationsmean vectorsecond-order expansionsmultinormal distributionmodified two-stage procedurefixed size confidence regionstwo- stage procedureelliptic confidence regions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

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Uses Software

• IMSL Numerical Libraries

Cites Work

• Unnamed Item
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• On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
• On estimating the difference of location parameters of two negative exponential distributions
• On two-stage james-stein sstimators
• Fixed Size Simultaneous Confidence Region for Mean Vector and Dispersion of a Multinormal Distribution
• Sequential point estimation of the mean when the distribution is unspecified
• Sequential Estimation of the Mean of a Multinormal Population
• The exact approximation order in the central-limit-theorem for random summation
• Sequential Estimation of Location Parameter in Exponential Distributions
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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