Two_stage procedures for estimating a linear function of multinormal mean vectors
作者:
Yoshikazu Takada,
Makoto Aoshima,
期刊:
Sequential Analysis
(Taylor Available online 1997)
卷期:
Volume 16,
issue 4
页码: 353-362
ISSN:0747-4946
年代: 1997
DOI:10.1080/07474949708836393
出版商: Marcel Dekker, Inc.
关键词: Multinormal poptilation;Fixed-size confidence region;Two-stage procedure;Asymptotic efficiency
数据来源: Taylor
摘要:
We consider the problenl of const,ructing a fixed-size confidence region for a linear functioll of mean vectors of k multinormal populations. The covariance matrices are assunlcd to be known except for the unknown scalar multipliers. A two-stage procedure is proposed to derive such a confidence region. We also discuss the asylnptotic efficiency of the procedure.
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