A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances

DOI10.1081/SAC-200047120zbMath1061.62039MaRDI QIDQ4678894

Hea-Jung Kim

Publication date: 23 May 2005

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

zbMATH Keywords

vague priormultivariate normal populationhpd intervalratio of two generalized variancesweighted Monte Carlo approach

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (3)

Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation

Cites Work

• A new class of multivariate tests based on the union-intersection principle
• Excess Mass Estimates and Tests for Multimodality
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
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