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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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