Fixed size confidence regions for the difference of the means of two multinormal populations

DOI10.1080/07474948608836098zbMath0632.62051OpenAlexW1979138187MaRDI QIDQ3769789

A. D. Abid, Nitis Mukhopadhyay

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/07474948608836098

zbMATH Keywords

simulationsstopping rulesasymptotic analysesnumerical studiesBehrens-Fishertwo-stage proceduresellipsoidal confidence regionmultivariate normal variables

Mathematics Subject Classification ID

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

Related Items (10)

On Behrens-Fisher problem for continuous time Gaussian processes ⋮ An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation ⋮ Multi-stage point estimation of the mean of an inverse Gaussian distribution ⋮ Sequential estimation of a linear function of mean vectors ⋮ On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means ⋮ Second order properties of accelerated stopping times with applications in sequential estimation ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution ⋮ Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers ⋮ Sequential sampling methodologies for comparing strata means^∗

Uses Software

• IMSL Numerical Libraries

Cites Work

• Sequential point estimation of the difference of two normal means
• Remarks on sequential estimation of a linear function of two means: the normal case
• Second order approximations for sequential point and interval estimation
• On the Distribution of the Difference of Two t-Variables
• Sequential Estimation of a Linear Function of Means of Three Normal Populations
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Sequential Analogue of the Behrens-Fisher Problem
• Practical Solutions of the Behrens-Fisher Problem
• On Fixed-Width Confidence Bounds for Regression Parameters
• Some two Sample Tests
• On Dependent Tests of Significance in the Analysis of Variance
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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