Simultaneous Confidence Intervals for Variances
作者:
D.R. Jensen,
M.Q. Jones,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 325
页码: 324-332
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10500977
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Given a sample ofnvector observations from a multivariate normal population, Anderson and Roy-Gnanadesikan have given for the variances a set of confidence intervals which are approximate in that a lower bound only is known for the joint confidence coefficient. In the present study, exact procedures are developed in terms of multivariate Chi-Square distributions, and more general approximate procedures are given via Bonferroni's inequality. A numerical investigation suggests that the Bonferroni lower bound is fairly sharp for a variety of parameter values, and it always is superior to the Roy-Gnanadesikan procedure in the bivariate case examined. A lower bound in terms of independent statistics further is examined for a special class of one-sided intervals.
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