A NOTE ON THE APPLICATION OF THE PERCENTAGE POINTS OF THE EXTREME ROOTS OF A WISHART MATRIX
成果类型:
Note
署名作者:
HANUMARA, RC; STRAIN, WF
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1980
页码:
501502
关键词:
摘要:
The actual percentage coverages attained in simultaneous confidence intervals on variance components with confidence level 1-2.alpha. are investigated by Monte Carlo techniques. The percentage points l and u of the extreme roots of a Wishart matrix at .alpha. levels of 0.10 and 0.15 yield 0.95 and 0.90 confidence intervals, respectively.