On Multivariate Prediction Intervals for Sample Mean and Covariance Based on Partial Observations
作者:
D.G. Kabe,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 318
页码: 634-637
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10482936
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
By using the information provided by the first κ, 2 ≤ κ< N, members of a random sample of sizeNfrom a univariate normal distribution, Hickman [3] obtains prediction intervals for the sample mean, and the sample variance of the complete sample of sizeN.He gives similar results for a univariate normal regression model. Here we present straightforward generalizations of Hickman's results to the multivariate case.
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