CONFIDENCE SETS HAVING THE SHAPE OF A HALF-SPACE
成果类型:
Article
署名作者:
PERRON, F
刊物名称:
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN:
1369-7412
发表日期:
1992
页码:
845-852
关键词:
摘要:
For the problem of estimating the mean of a p-dimensional normal distribution, p > 1, confidence regions based on half-spaces bounded by a hyperplane having the vector of observations as normal are proposed. Confidence regions with exact probability of coverage are constructed. Tables are provided.