Автор |
Chen, Hubert J. |
Автор |
Tsai, Paul J. |
Дата выпуска |
1982 |
dc.description |
Let be a k-variate (k≧2) normal random vector with population mean vector and covariance matric ∑ of order k and let be the ordered values of the μ<sub>i</sub>’s. No prior knowledge of the pairing of the μ[<sub>i</sub>] with the X<sub>j</sub> is assumed for any i and j . Based on a random sample of n vector observations of X, this paper considers both one-sided and a class of two-sided confidence intervals for μ[<sub>k</sub>] and μ[<sub>1</sub>] the largest and-the smallest component mean, respectively, when ∑ is equal to σ<sup>2</sup> R with common unknown variance sigma;<sup>2</sup>→0 and known correlation matrix R. An optimum two-sided coddence interval via finding the shortest length from this class is also considered. Necessary tables to actually apply these procedures are provided. |
Формат |
application.pdf |
Издатель |
Gordon and Breach Science Publishers |
Копирайт |
Copyright Taylor and Francis Group, LLC |
Название |
A class of confidence intervals for the largest component mean of a multivariate normal population |
Тип |
research-article |
DOI |
10.1080/00949658208810535 |
Electronic ISSN |
1563-5163 |
Print ISSN |
0094-9655 |
Журнал |
Journal of Statistical Computation and Simulation |
Том |
14 |
Первая страница |
133 |
Последняя страница |
148 |
Аффилиация |
Chen, Hubert J.; Statistics Department, University of Georgia |
Аффилиация |
Tsai, Paul J.; D. W. Mattson Computer Center, Tennessee Technological University |
Выпуск |
2 |
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